Try running the game with a new Administrator account.
Create a new Administrator Account
As a test, create a new Administrator (<--Important) Windows account and try to run the game again:
http://sd.stardock.com/sean/JingImages/2015-09-23_1527.png
If that works, for some people, we have seen that permissions for the 'My Games' directory have changed after a Windows 10 upgrade (fresh Windows 10 installs would not have the issue). If you have recently upgraded to Windows 10, and GC3 will not load \ save \ save your settings changes, please download and run the following:
http://sd.stardock.com/Support/PermFixer.zip
If that fails, manually make certain that your 'My Games' directory, under your own Windows user account, has 'Full' permissions (write is the key).