The following link offers a possible explanation and a workaround:
The problem is that Windows Vista and Windows 7 will not allow you to write to system folders. It means that will not be able to save to the Templates folder.
A workaround has been identified. Right-click on the "Configuration" folder in the Fireworks installation directory and modify the security settings so that "Users" have write and modify privileges. This allows Fireworks and the Extension Manager to write and manages files in this folder.
http://www.fireworkszone.com/DocumentTemplates_586.html
Interestingly, the Templates folder was moved in Fireworks CS6 from the Application folder to the user library Application Support folder (on a Mac, that is), perhaps to avoid this type of issue.
