The first thing to look at would be are the folders you're trying to set inside your Home folder (in Users/YourName)? If so, right-click (or control-click) on the folder you want to set it to in Finder, and select Get Info.
That should bring up a window with "Sharing & Permissions" at the bottom. In that section you should see your name with "Read & Write" next to it. If you don't, you need to change it so that you can write to that location.
If it's already set to Read & Write and you're not too familiar with how permissions work, you might want to do what beatsknocking suggested and reinstall Reason to get rid of any permissions problems that may be coming from there.