What antivirus program are you using? Some antivirus programs can block the ThrottleStop.sys driver that ThrottleStop uses.
I usually create a folder for all of the ThrottleStop related files including ThrottleStop.exe
C:\Program Files(x86)\ThrottleStop
When ThrottleStop starts, it will try to create a temporary file called ThrottleStop.sys and it will save it to this folder.
C:\Users\Kevin\AppData\Local\Temp
When ThrottleStop exits, the ThrottleStop.sys file is automatically deleted from this folder.
I am using Windows 10 and Windows Defender for antivirus.
Are you trying to run ThrottleStop.exe in an account with Administrator privileges?
Let me know if you get this problem fixed.