Problem and any relevant assumptions:
Customer or end-user attempts is attempting to save data from excel/word or any published application locally to their c:\ drive (any local drive) and they get an error message indicating they do not have the permission to save files.

Possible Cause:
Chances are, at the initial load of the citrix client the client did not set the required permissions as needed by the Citrix ICA Client to access their local drives. 

One of perhaps many solutions:
While connected, and having the published icon launched - go ahead and check the following.

1. right-click on the citrix icon at the lower right hand side of your taskbar (next to the time) and select "connection center" to open the citrix connection center.
   • 
   • click on "file security"
2. Here, you have several options and chances are your client has selected the "no access" option under "access level"
   • to correct, simply click on the radial to the right of "full access" and if you are feeling like it, go ahead and fill in the "never ask me again" as well under the "to you want to be asked again" section.
   • 
   • After you have made your changes, go ahead and click on OK.

Thats it, if necessary - have your user reconnect yo the published application and try to save locally again.