An "Access is Denied" error usually occurs when the user does not have administrative rights, and does not have the proper "write" permissions to edit both segments and destinations. They will need a combination of these permissions in order to map destinations and segments to each other.
An administrative user can log into the user interface and assign the person to a user group that can edit either a specific segment or the "EDIT_ALL_SEGMENTS" privilege, and also in a group with permission to edit either a specific destination or the "EDIT_ALL DESTINATIONS" privilege.