MP: I Need More Power! - yet another MA newbie game - Finished (Ulm won by agreement)

[Lung Drago]

Yes, Vista and 7 will propably have permission issues if you installed the game to Program Files. The "real" savedgames folder that is used by the game could be located somewhere either in

C:\Users\[your user account name]\Documents\My Games
or
C:\Users\[your user account name]\AppData\Local\VirtualStore\Program Files\dominions3

Note that AppData folder is most likely a hidden folder, so you need to turn "Show hidden files and folders" on through View tab in Tools -> Folder Options, accessible by pressing Left Alt in Windows Explorer.
If you want to avoid having your OS use these strange paths, there are two options: either do not not install games in Program Files folder on Vista/7 or explicitly start every game as an Administrator.