This means that the activation system couldn’t activate some files of Super Health Club, due to a “read-only” flag on the folder/drive.
To prevent this, after mounting the superhealthclub.dmg file;
In the Pinkish SHC window that opens, drag the SHC icon to your Applications folder. After that, you can unmount the superhealthclub.dmg file
When you run SHC from your applications folder, the error should be gone.