Trouble Creating New Fonts (- Brush)

[Ofnuts]

Font or brush? A GBR is a brush, and AFAIK you can't create a font in Gimp.

You are trying to save the file to a protected part of the file system (C:\Program files...). You would need to run Gimp as an admin for this.  But this isn't necessay, the right place to save your file is your user profile:

• Go to Edit ➤ Preferences ➤ Folders ➤ Brushes
  
• This list two folders, one in C:\Program files (system folders) and one in your user profile (from memory C:\Users\{your id}\Appdata\Roaming\..... This is where the file should be saved.
  
• As an alternative, you can also save the file in some different folder and add it to the list above.
  

Putting the brush in your own user data also means that it is more likely to be backed up and less likely to be wiped out if your reinstall Gimp.