Tan,
Where are you trying to save to? A local directory on your computer or to a server? Either way it sounds like a permissions issue. Try saving to an alternate location. If you are able to save to one location but not another then it is most likely a permissions issue on the location where you cannot save to. Check the R/W permissions on that directory.
I have heard of an issue previously whereby if all Finder windows are closed then the save problem is not present. Please let me know if this last suggestion has any effect. If so we would like to understand the issue and may contact you to gather some additional info.
Best regards,