This is what I get when trying to compile a simple hello world program with gcc.
c:\\>gcc hello.c
hello.c:9:2: warning: no newline at end of file
C:\\MinG
Yes it is a permissions issue, you must not be running the command line window in Admin mode.
Don't work in C:\
Copy the file to a folder under my documents, or a subfolder of C:, or another drive.
Or, run the console in Administrator mode if you really want to work in the root of C:
To switch to D: while in C:, just type D: (you use CD only when already on the correct drive)