Then it's a file permission or ownership issue with either the connector, or the processor being called.
If it's windows, permissions shouldn't make any difference. I'm not sure about Mac.
If Linux, I'd start with the connector file.
Something you might want to try to see if it's an issue with your platform:
Install MyComponent.
View the MyComponent Resource
Make sure the current project is Example.
Run Bootstrap, then ExportObjects, then Build.
Search locally for packages.
Install the Example extra.
Reload the page.
On the Components menu, run the Example CMP.
If it doesn't work, there may be something wrong with your platform. If it does, there's something wrong with your CMP.
One option would be to adapt the Example CMP to do what you want. The best way to do that would be to create a new project on the MyComponent form, then edit its config file to meet your needs.
To clean out all the crap the Example package installs, uninstall it in Package Manager, then visit the MyComponent resource, make sure you're on the example project, and select the delete all files and objects option.