Without any information about your system, no meaningful answer can be given.
Nevertheless in most cases it's a problem that only can be dealt with by your OS and not by C::B.
So make sure you have write permissions for the folder you want to create the file in and no antivirus (or whatever) protection software prohibits creating/saving files there.
But teaching basics of how you can change file-attributes or directory attributes in different OSes, or how to setup "security"-software is not the purpose of this forum/website.