It was always working fine for me on XP.
If you want, you can change the directory for the temp folder in the script. There should be a piece of code saying ENV['TEMP'] or ENV['TEMP'] + '/'. Just change it to ''. This will put the temporary folder into the game's folder. But that probably isn't so safe either because usually on Vista/7 programs aren't supposed to write into their folder in Program Files. But as I said, you can try.