Due to the UAC feature (http://en.wikipedia.org/wiki/User_Account_Control) of these OSes you will need to remember the effect that this will have on editing and saving of files.
By default the Windows versions of the installer will choose the native 'Program Files' folder (*) but unless you have disabled UAC or do not have full access to the folder then you will find attempts to save and edit any configuration files will not work.
If this is an issue then you should either choose a different folder of all of the files or change where the tools are trying to save files and also to save any changes in your configuration files with a text editor which is running with administrator permissions.
This is an unfortunate inconvenience though for making it easier to known where all of the configuration examples and documentation can be found is better. Finally there is no reason not to choose a different folder when installing the tools if you experience this.
(*) This will be slightly different depending on if you are using the 32-bit or 64-bit version of the OS as well as the language of the OS. As well the installer will pick the native 'Program Files' folder so installing the 32-bit version on the 64-bit OS will use 'Program Files (x86)' whereas installing the 64-bit version on the same OS will use 'Program Files'.