It looks like a problem with the actual file permissions for the logged in user. Since this error is happenning in Dreamweaver and not on the page I don't thik it is a problem with the server language.
Can you create the folder in your file system instead of creating it through the Dreamweaver interface? That may get around the problem for now.
A quick google search on this error appears to have some solutions such as running DW as administrator so that it will have the proper permissions: you-dont-have-permission-to-save-vista.html