Go find My Catalog.PSA - it's in Docs&Settings somewhere and may be in a hidden folder. Make a copy of it and try to delete the original. If that succeeds, rename the copy to be My Catalog.PSA and try PSA SE again.
Thanks for trying --- But found My Catalog.PSA, but not where expected. No other copies on the computer. Deleted it, re-ran the program but still no luck. (I have already tried something similar from the Adobe Support page)