I know the issue is already solved, but for those who might come asking in the future, that error basically is an "access denied" error. Ninjhax 1.1b doesn't have the permissions necessary to install MenuHax, or do quite a few other things that hax 2.5 can (at least, not wthout using libkhax or something else to exploit ARM11, but why bother when it's just as easy to use hax 2.5?).