How to prevent Resharper 6 "Error saving solution settings" dialog?

My team uses VS 2010 Ultimate with TFS and we recently upgraded to Resharper 6. Now every time I close my solution, I get this Resharper error dialog:

No one else here seems to get this but me. Any idea what's going on?

@Mrchief, thanks for your help! I do have permissions to edit the file. Someone else had added it when he installed R# 6 on his pc. His R# options were set to save the cache in the solution folder, as were mine, so here's what I ended up doing:

1. I opened the solution, checked out the file directly
2. I closed the solution with the file checked out: no error!
3. I checked in the file with the solution closed.
4. With the solution still closed, I set my Resharper options to save my cache in my system TEMP folder
5. Reopened the solution; now when I close, no error!