I guess you are using Windows Vista or Windows 7 and PSpad is located in Program files folder. No application has right to write there without rights elevation.
Run PSpad using context menu (right mouse button) as administrator. This will give PSpad enough rights to change syntax file. -- <http://forum.pspad.com/read.php?2,59955,59958> PSPad freeware editor http://www.pspad.com
