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This error comes when Conan Stats fails to write the script file in the Age of Conan scripts folder, the most commen cases this can happen are:

1) Age of Conan is installed inside Program Files ( Or whatever thats translated to in your local language ) and your running Windows Vista with UAC on.
Solution 1: Move Age of Conan Outside of your C:\ Drive ( Or whatever your system drive is ) so Administrative rights are no longer required to write to the folder
Solution 2: Start Conan Stats with Administrative rights ( This is a bad solution, programs should be running with Administrative rights )
Solution 3: Turn UAC off ( This is a bad solution to )

2) You don't have enough hard drive space
Solution 1: Delete something or empty recycling bin