It turned out that the temporary directory got wrong read-only file permissions - who knows why.
A fix: Go to Start / Accessories / Command Prompt, right-click this program, Run [it] as administrator. Get to your user directory and change the attributes by the attrib command:
cd c:\users\lubos\appdata\localThe path is designed for Vista: replace "lubos" by your user name. For XP, "Users" becomes "Documents and Settings" while "Local" becomes "Local Settings". If the tip works for you, leave a comment here.
attrib -r +a -s -h Temp