From the Premiere Elements Information FAQ http://forums.adobe.com/thread/1042180
•What version of Premiere Elements? Include the minor version number (e.g., Premiere Elements 9 with the 9.0.1 update).
•What operating system? This should include specific minor version numbers, like "Mac OSX v10.6.8"---not just "Mac".
•Have you installed any recent program or OS updates? (If not, you should. They fix a lot of problems.)
•What kind(s) of image file(s)? When talking about camera raw files, include the model of camera.
•If you are getting error message(s), what is the full text of the error message(s)?
•What were you doing when the problem occurred?
•What other software are you running?
•Tell us about your computer hardware. How much RAM is installed? How much free space is on your system (C:) drive?
•Has this ever worked before? If so, do you recall any changes you made to Premiere Elements, such as adding Plug-ins, brushes, etc.? Did you make any changes to your system, such as updating hardware, printers or drivers; or installing/uninstalling any programs?
And some other questions...
•What are you editing, and does your video have a red line over it BEFORE you do any work?
•Have you viewed the tutorial links at http://forums.adobe.com/thread/1275830 page?
•Which version of Quicktime do you have installed?
Also, have you tried running as administrator?
On what computer operating system are you running Premiere Elements 9.0/9.0.1?
Do you have QuickTime (latest version or any version) installed on the computer with Premiere Elements?
Are you working Run As Administrator and from User Account with Administrative Privileges?
Please detail the steps that come immediately before the message
you do not have permission to create or delete the output file
1. Share/Computer/MPEG/ and what preset do you select or does the error come there. If you can set the export settings, what are you setting?
2. Do you get as far as hitting the Save button? If so, what have you set for the Save In location for the file that you are to export?
Is this a "it worked before but not now" or it "never worked before" situation?
Let us start here and then decide what next.