You don't have write permissions to the folder ReShade stores the preset then (by default the game directory). Either fix that, or run the game as admin, or create a preset in a different location to which you have write permissions.
Thank you for the reply, sorry I haven't come back to this thread sooner.
I'm not sure what happened, but even deleting the files didn't seem to do much for me. However I tried using the un-install feature from the ReShade install tool and then re-installed, and that seemed to do the trick!