You might have to do this for pso2.exe, pso2download.exe, pso2launcher.exe and pso2updater.exe.
Right click the application, go to properties, security tab, click edit, click add, click advanced, click locate now, double click your user in the list, click ok, click your user and click total control.
That did it, yeeees. Thanks!
Any idea of what could be the cause, for reference?