I made a python program, and froze it to make an executable. The only problem I can see, it that it cannot read/write the contents of several support files. I know that this is  permission error because the Program Files (x86) folder is protected. I would prefer to keep my supporting files in the same folder as my executable, so that the users cannot alter them, and so my python program can look locally for them. 
I have tried changing the permissions, but I'm not sure which one controls whether my executable can read/write to the local folder.
If I understand correctly, you want your program to both run and edit files in its current folder. Programs that users invoke run using the user credentials by default. 
If you want to prevent users from editing those application config files there are a few tricks:

Wrap your app in a DOS batch file. In that batch file use "runas" to start your app using a different account that has both execute and write permissions to those configs. Ensure the invoking user does not have write permissions. That should solve your problem. 
Instead of flat text files for configs, how about using SQLite? Or encrypt the file. Either way, the same result, the user maybe able to open the file but not know what they are looking at using a typical text editor.
Executable read permissions for "Program Files (x86)"