Downloading Game update files in Vista

I play in a semi-online old time baseball simulation league where our games
are simmed daily by our league commissioner and the results are avaiable to
download and update into a standalone game product on my home computer.
When I first installed the game disk on my new Vista-equipped laptop, I was
able to download and extract the game file for that day which was 5/17. Since
then, I can download the update file but after downloading, I get an error
message that access is denied when I try to open and extract the file into
the game.

I can still make the updates on my XP tower but I want to be able to do it
on my laptop.

Any suggestions???