Access denied at program exit and Action Problem

General Discussion
2

I do not know what kind of installation you use.
But the reason for the error message is that the mp3tag.cfg file could not be written.
This is usually the case if you are not the owner of the folder in which this file resides.

Check
%appdata%\Mp3tag
for ownership
and/or the program folder from which you start Mp3tag.
Then use the Windows means to change the owner.

If you are not sure how to do that you might want to have a look at this Microsoft article
(link leads to microsoft page: http://technet.microsoft.com/en-us/magazine/ff404240.aspx)