If I open a command prompt as an unprivileged user and cd to c:\windows bsondump will not output an error that it cannot write anything. It will output as if nothing has gone wrong:

C:\Users\DearingJ>cd \Windows

C:\Windows>mongodump
connected to: 127.0.0.1
all dbs
DATABASE: driveronlinetests to dump/driveronlinetests
driveronlinetests.test to dump/driveronlinetests/test.bson
1 objects
driveronlinetests.system.indexes to dump/driveronlinetests/system.indexes.bson
1 objects
DATABASE: clientRSVP to dump/clientRSVP
clientRSVP.system.users to dump/clientRSVP/system.users.bson
3 objects
clientRSVP.system.indexes to dump/clientRSVP/system.indexes.bson
14 objects
clientRSVP.locations to dump/clientRSVP/locations.bson
1 objects
clientRSVP.events to dump/clientRSVP/events.bson
2 objects
clientRSVP.Locations to dump/clientRSVP/Locations.bson
0 objects
clientRSVP.deleteMe to dump/clientRSVP/deleteMe.bson
1 objects
clientRSVP.Events to dump/clientRSVP/Events.bson
0 objects
clientRSVP.attendees to dump/clientRSVP/attendees.bson
380 objects
clientRSVP.administrators to dump/clientRSVP/administrators.bson
1 objects
clientRSVP.sessions to dump/clientRSVP/sessions.bson
10 objects
DATABASE: test to dump/test
test.magicdiscriminator to dump/test/magicdiscriminator.bson
1 objects
test.system.indexes to dump/test/system.indexes.bson
1 objects
DATABASE: admin to dump/admin

C:\Windows>dir dump
Volume in drive C has no label.
Volume Serial Number is 4A83-4EA3

Directory of C:\Windows

File Not Found

C:\Windows>