Do you run SAM as an administrator?
Because otherwise I think SAM can't change any of the files in C:\Program Files (x86)\ (at least if you're running Vista or newer)
That's not to annoy you (well, it might be the SAM developers intent to annoy their users when they don't change the default setting), but is really a security issue.
In old Windows (XP and older) programs were allowed to write/change files in C:\Program Files without having to ask for additional permissions. But that also meant that one malicious program could change all the other programs on your computer to include the malware as well.
As of Windows Vista access to program files is restricted to Administrators, which is why Auto-Updaters and Installers will have to show you the nag screen and ask for admin privileges.
SAM doesn't have this nag screen thingy built-in and it would actually be very annoying if it did that on every track change.
To fix this problem:
In SAM go to tools => Jump To => Data folder
A new Windows Explorer window should open. Click the address bar and copy the contents (alternatively right-click the samHTMLweb folder inside the new window while holding the shift key and click copy as path).
Close the explorer Window and go back to SAM.
In the HTML config window, change the paths on both halves of the panel and on both the left (input file) and right (output file) side by double-clicking each of the three list entries.
C:\Program Files (x86)\SpacialAudio\SAMBC\samHTMLweb\_playing.html
(Insert your own username instead of mine in the new path
I said to copy the path, because that's usually easier for people than to ask them and find out their Windows username or take only the username part of the SAM "Data path", but if you feel comfortable finding out your username from the explorer window opened from SAM, you can just use that and adjust the username in my above example.