Try moving BFGMiner to a different folder, off the desktop. A similar problem (at least privilege related) and solution was posted here (scroll up to see the original problem) and while I'm not sure that it is the same as your issue, it shows that shortcuts or files on the desktop can cause this.

I'm not saying it will work or even that it makes sense (I'm not sure why Windows would do this but he didn't post enough info to investigate further). But it's something to try and rule out. Because the desktop is a user folder Windows treats it differently than something in a non-user folder?

Anyway, put the miner's folder in a folder like C:\Miners (so C:\Miners\BFGMiner) and also put your batch file in there (you may have to edit the paths in the batch file depending on how you wrote it). Browse to the folder in Explorer and double-click the batch file and see what happens. Also try right-clicking on the batch file and selecting Run as Administrator. Also don't put the folder inside the Program Files, Program Files (x86), ProgramData, or Windows folders as that may cause additional problems.