Hi Konni, welcome to MoI and to the forum!

So for #1 and #2 I think the problem is that by default Windows will prevent applications from writing into the "Program Files" directory as a security measure. If you run MoI at an elevated privilege that could solve this problem. To do that right-click on the shortcut icon you use to launch MoI and then I think it's the "compatibility" tab where you'll find a checkbox that says "Run as Administrator". Try enabling that.

for #3 Lighting options, I think that is expecting for a list of lights to have been written in the moi.ini file by a separate LightingOptions plugin. Try installing that other plugin from here:
http://moi3d.com/forum/index.php?webtag=MOI&msg=5222.43

Hope that works!

- Michael