Can you try verifying the game cache and launching the game again?
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 your game 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 check \ change the permissions for the My Games' directory:
http://sd.stardock.com/sean/JingImages/2015-09-23_1547.png
If they are already set to 'Full Control' for your account, change it to something else, 'Apply', then change it back to full control.
Try to run \ save. Please let me know if this worked and if you were, or were not, already at 'Full Control'. Above all else, make sure your account has 'Write' permissions.
If that fails, just 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