We had a similar issue recently and it was UAC, even though we thought it was turned off. We changed our GP and it works now. See these links

http://clintboessen.blogspot.com/2013/05/you-dont-currently-have-permission-to.html

http://www.experts-exchange.com/OS/Microsoft_Operating_Systems/Server/Windows_Server_2008/Q_26621083.html

Had this problem and it turned out that the network folder had write permissions but not create. I had the network admin add create/full  permissions explicitly to the DBA group and it...