I hate to do this, and i've tried looking through the forums for a problem similar to mine to find a solution... but I can't locate one that works.
Heres the jist of what's happened though and why i'm posting:
I logged off of Grand Fantasia for the server maitnance that was starting, and a while later I try to load the game up again to play. I get a couple issues that come up though, my virus protection pops up saying it's found "HeurEngine.ZeroDayThreat". So naturally i freak out, block it and do full virus scan of my computer and get rid of it. Now though... every time i load the patcher and click to "Play" Grand Fantasia my virus protection react and says a threat has been blocked and I get the message of: "Windows cannot access the specified device, path, or file. You may not have the appropriate permissions to access the item."

I've checked though and I am the adminastrator of this computer, and i've tried shutting down my firewall and uninstalling and reinstalling grand fantasia and adding it to my firewalls exceptions, and I just can't figure out anything else to do...

If it helps at all... I use PCTools Internet Security.

It's a confusing issue, but not an actual virus. Only appears as suspicious, but no malicious intent from it really. I am inexperienced using your antivirus program, as I use AVG and Malwarebytes, but really i'd say there is no problem here. Just play the game, it's fine. If you have any concerns about this, do backups and system restore points (unnecessary in my opinion, but I'm sure it'll be reassuring for you) before you try the game. Maybe download CCleaner and run it to see if it clears anything up?

hm you should add it as a exception in your anti virus program so it wont say its a virus because anti virus did that too until i added it as a exception

Luckily, It's not a virus, many security softwares find game launchers as virus's or possible threats, I'm not sure about your type of security software, So I looked it up,and I came up short with nothing about your software, So, I'm going to take a guess, and instead of making an exception for your firewall, you may want to go into your computer, go straight to the security software and add Grand Fantasia to the exceptions. I use AVG, and I had to do the same thing with mine. No worries though, it's not a virus, everything is fine, it's just security softwares be hatin on games. I hope this helps you, ^-^.