Hey,

Since I use UGX MOD (v1.1) I cannot follow any scripting tutorials, because when I edit a script, and close it, I get an error telling me I don't have permission. Dragging the file out of the IWD and then back into it also doesn't work, because I cannot move it back into the IWD without getting the same error :S

Does anyone know how I can fix this?

You should be admin of your pc and can edit the iwd directly.
 Or
//make backups first
copy the maps folder from the ugxmod iwd into your root/mods/mapname/ folder and check the box for it in launcher and compile your mod. Then remove it from the iwd so there are no conflicts.

So what I did was I move the ugx_mod IWD to my desktop, and copied the files into my map folder. I checked all the files in the mod building and I don't get any errors. But when I change something, it doesn't work in game. It doesn't give me any errors but when I change start money to something else, and start the map, it launches, but my money stays at 500. Same with starting weapon.

Any ideas? 

The iwd might still be in the appdata mods mapname folder.

If not check the appdata mods mapname/maps folder and check if your files are being updated when you compile.