GIMP errors and problems. Help?

I downloaded GIMP a few days ago from the official website and whenever I try to open up an image an error message pops up and says, “The disk cannot be written to because it is write protected. Please remove the write protection in drive F:.” I have no idea what this means, so I click “cancel”, but it continues to pop up over and over again. If I keep clicking cancel, though, eventually it goes away and lets me open the image. And also, it’s been erroring a lot lately. I’ve tried uninstalling and reinstalling it, too. What’s wrong with it, and how do I fix it? I’m using Windows XP Pro, by the way.