If you're using Window Vista or later, this may be caused by User Account Control (a Windows security feature) preventing you from saving items in your Program Files folder. The solution is to save the file manually into Windows' Virtual Store which is located at:
C:\Users\<USER>\AppData\Local\VirtualStore\Program Files (x86)\CrewTax\User
Please note, the item <USER> should be replaced by your Windows login name. Also, the (x86) will only be present on 64-bit machines. Basically, if it's there, use it. If it's not, don't!
AppData is a hidden folder. If you can't see it when navigating to the Virtual Store folder, you can either type \AppData manually in the address bar after your login name or follow these instructions to show hidden files and folders.
Once you have found the User folder at the path described above, just save your Pass.pwf file in there, allowing it to replace the existing file with the same name and restart CrewTax. To make it easier to check the .pwf bit you should follow these instructions to show file extensions for known file types.
The licence must be saved as Pass.pwf in the User folder described above or it will not be recognised by the program!
Finally, make sure you have clicked the folder icon at top left in the program to choose the tax year you wish to work with!