I always run as admin and it's not in the Program Files folder so it wouldn't save in a different directory. I figured out the problem though, it only let's me save scripts in the main directory of the gamemode ("...\MTA San Andreas\server\mods\deathmatch\resources\mygamemode\"). I was working on client-side scripts that were placed in a sub-directory called "client" as the wiki suggested. When opening a file from that sub-directory (or any other directory) it doesn't save it. And it also doesn't show up in the resource browser. It seems the scripts have to be in the same directory as the map file or it just ignores them.