This sounds like a Windows permissions issue to me. I imagine that you are saving the file under something like “C:\Program Files\Wordpress”, and Windows is funny about saving files outside of your “C:\Users\jesstlips\Documents” folder.
You can work around this by first opening your text editor (e.g. Notepad) as an administrator. There’s a bunch of tutorials on how to do this available. Once you’ve done that you should be able to open the wp_config.php file and edit it without any errors.
If that doesn’t work or if you’re looking for an easier way to get started with WordPress then I would recommend that you take HudsonValleyWebDesign’s advice and try a framework like WAMP.
Good luck!