Hi Trent,
Well Vista security like the previous MS-OS will always cause many issues like this one, so I vote for an option to allow us to select the location where these files will be store.
You will want to set the ConnectionManager.ConnectionDataFolder property for your application prior to calling the SetConnections() method. We will probably allow this to be set for the StrataFrame environment itself in the next update. But for now you can at least get your applications finalized with this functionality.