Something on your computer is keeping that file from being created.
Please open Windows Explorer (right click on Start and select Explore from the popup menu) and go to C:\Program Files\RegVac Registry Cleaner\regvac.ini. If the file is there, right click on it and select Properties from the popup menu. Make sure that the Read-only attribute is not checked.
If it is not checked, check the attributes for that folder and uncheck the Read-only attribute.
If none of that solves the problem, please let me know and what you found.