I'm not sure what's the cause for this, but I believe it has to do with a recent SweetIM malware attack. I tried to fix it. And also did a system restore. Malware is gone, but this thing came up.
The error message comes up upon closing an app (NoteTab Light). It's trying to save some info, but can't. My browser, Opera, now also is unable to recall from the cache when it previously can. Apparently, something has changed that prevents writing to files within that folder. Maybe not just the Roaming folder, but the whole Appdata as well. I can't be sure.
In anyway, I found that I can manually add and edit files in the folder, but apps can't do that anymore. What could be the cause?