Are you using Vista? Yes If so, are you running PT2 as administrator? Yes Does Vista prompt you to cancel/allow PT to run? No
Unless you have the UAC turned off, you should be getting prompted. If you don't have the UAC turned off, right-click on the PT2 desktop icon and select 'run as administrator'. Does it prompt you now?
If you have the UAC turned off then I need to see one of the XML files. Email me one of those files to support at pokertracker dot com so I can see it.