Dear Liz,
There are some bug fixes in 2012 that are not in 2011, so it would be better if we could get this working for you, although most things are the same between them.
The easiest would perhaps be to install the multiplatform version somewhere you have write access.
For the .exe installed version I am not entirely sure what causes this, as I haven't had this problem when installing it on my computer, but here are some suggestions of what you can try:
When you installed J-Express, did you use an install account that is different from your own account, or did you use your own account? If you used an install account, then the user files will be in the AppData/Roaming folder of the install user, which you probably don't have access to. (AppData is a hidden folder, so you may have to change the folder settings to show hidden files and folders to see it.)To get access, copy paste the J-Express user folder into somewhere you have access. Then go to the control panel and click on System and then on Advanced system settings. In the Advanced tab of this window you will find a button called Environment Variables. Click on it and edit Jexpressuserdir to the folder where you moved the J-Express user folder.
If you used your own account then the user files, including the jexpress.cfg should be in the AppData folder of your user. If this file is missing or damaged, you can find a new one here:
http://jexpress.bioinfo.no/jexpress.cfgAK