JAR does not have write permissions in it's own install directoy (Windows 8)

I have build a java application, made a self contained application out of it and made an installer with InnoSetup.

When I install it, my app will be installed to the default path on Windows 8: C:\Program Files (x86)\InstallDirOfApp

When I start my app there it has to write some files (e.g. settings) to it's install directory. But it does not have the permission to do that. Only when I start it with 'Start as administrator' it works well again.

How can I fix it? I don't want to tell my users they always have to click 'execute as admin'.

And by the way: Why does Windows not allow an application to write into it's own installation directory anyway?!?!?