SYMPTOM:
In Strategy Developer 9.x, the following error message appears when trying to view the Predictive Model of a Predictive Metric:

Sample Code/Error
Couldn’t load the PMML -- It may not be properly formatted XML.
Error #: -2146697210: The system cannot locate the object
specified.
Line #:0
Line Position:0
Position In File:0
Source Text:
Document URL: C:\Program Files
(x86)Strategy\Desktop\pmml.xml
The first few lines of the PMML are shown below:
<?xml version="1.0" encoding="UTF-8" Standalone="no"?>
<PMML version="4.0" xmlns="http://www.dmg.org/PMML-4_0">
<Header copyright=Copyright (c) 2012 by Strategy,
Inc.">
<Application name="Strategy Hierarchical Linear
Regression" version="9.2.200.063"/>
<Timestamp>Wed May 16 11:01:15 2012</Timestamp>
</Header>
...
After clicking on OK, another informative message appears, reporting that the XML file couldn't be loaded, as shown:

Sample Code/Error
Couldn't load the XML. This form will close.
In the DSSErrors.log file, the following entry is appended:
Sample Code/Error
CPmmlrSupport::WriteToFile(606): Specified model file name (C:\Program Files (x86)\MicroStrategy\Desktop\pmml.xml) not valid.
CAUSE:
The logged Local or Network user does not have enough permission to access the referred directory:
Sample Code/Error
C:\Program Files (x86)\MicroStrategy\Desktop
ACTION:
Make sure that the Local or Network user who launched the Strategy Developer has enough permission to access the files contained into this directory.