Running into this issue on many XP machines. For some reason, even though this script is being created in the %temp% directory (where the user already has full rights), Zen is failing to give rights to the files it creates. We have even seen this error when the logged in user is a local admin.

In the searching I've done, there was problems with this type of error prior to ZCM 10.3, but I have not found anything since.

ZCM 11.2.3a