version/service pack of your solidworks?
what operating system are you using? and what variant of the operating system (pro..etc)
if using vista, win7, win 8, is UAC enabled?
and where is your eng database located?
I am using SolidWorks 2013 x 64 version, Window 7. I tried to save the new material and it pop up message '"C:\ProgramData\COSMOS Applications\Flow Simulation 2013\CHEMBASEUSER2.xml is not accessible. Access is denied.'' I assume the Engineering database located at 'C:\ProgramData\COSMOS Applications\Flow Simulation 2013' but I can't find the file 'ProgramData' from the Cdrive.
Program data is a hidden dir. Make it visible in windows options.
Disable uac and your problem should go away.