It seems that the problem is that your wow client cannot properly write on the hard drive. This is most likely caused by UAC, a security feature of Windows that prevents unauthorized access to important files. You can either turn off UAC completely (which can be difficult to do depending on which version of Windows you're using) or you should move or reinstall the vanilla client to somewhere that the UAC does not protect. Personally I use a C:\Games folder for all my games. You will face this same issue if you, for example, use mods for Skyrim.
So you would have your client at C:\Games\WoW. As UAC does not protect that folder, the client can now successfully write information to the hard drive properly and you don't even have to run it in Administrator mode.
The GM team.
