Where do you have :LR installed to, what drive Letter, Name. Do you have it installed on a Network volume, Removable storage volume (External drive of some type) or a drive that your Username does not have Write permissions (Market as Read Only?
The easiest way to fix this is to place the catalog file on an internal drive or external drive.
You might be able to fix this by changing the permissions to WRITE permission on the folder where the catalog is stored.
If the photos is on a network drive or removable storage volume, then there is no fix, you can't put your catalog file on one of those drives.