you can try to use the command line in vtune namely vtl. please have alook at the end of this post.
all the problems you have are because you do not have the right permissions. the vtune result directory
the next thing is that the vtune driver should be accesible for your user (you'll need to add your user to the vtune group in /etc/group file). the vtune drivers you can list with ll /dev/vtune*
after you have done that you can check with the following command line and send us the output in case it does not work
vtl activity myTestActivity -d 10 -c sampling -app
hope that this helps.
just to get you going, you could try out the statistical callgraph feature ofthis tool Intel Performance Tuning Utility 3.0which you can download free of charge from whatif.intel.com.
statistical callgraph does call stack sampling and therefore is much less intrusive as callgraph. there is a call count feature in IPTU that will give you exact function call count if you are interested in that.
I will come back to you on the vtune callgraph functionality later.