Another WinUAE config will not help. Just do what roc suggested: your second hardcopy shows an input field called "File Name" which is prefilled with "drive definitions". This means it will try to save a file called "drive definitions" to the place HDToolbox was started from. This file is not needed in any way. So either change the input field to "ram:drive definitions" or "ram:junk" as suggested above, or simply drag the HDToolbox icon to Ram Disk and run it from there.
Also you should keep all your floppy disks (a.k.a. ADFs) write protected!! There will come other obstacles later in the installation process where it tries to write to the floppy disks if you let it and will render them useless. The installation does not need to write to the floppies at any time. If it tells you to remove the protection, then you did something wrong.