In the Documents folder, there is a My Games folder (where Fallout stores it's save files). Right click on it and select Properties. On the Security tab, make sure all the profiles available have permissions to modify the files. (If they don't, click Edit and change their permissions to Full Control.)
Also, just as a good measure, you could "Take Ownership" of the folders so that Windows knows they're your files, and that it's alright to change them. "Take Ownership" is in the right-click context menu. If it's not, then Google it and there should be a simple update to download to let Windows "Take Ownership" of files and folders.