It sounds like you do not have administrator permissions to modify files on your desktop, specifically EXEs, perhaps try running winrar in administrator mode, or extracting the file to a different location?
https://superuser.com/questions/417689/winrar-access-is-denied-when-archiving
http://www.thewindowsclub.com/access-is-denied-software-installation-windows
Hopefully this works!
(Possibly try extracting another compressed file to the desktop as well to check if it's a problem with just Nimbatus or compressed files in general)