Here is how to reproduce. 
1. File -> New -> Empty file
2. If C::B asks you to add the file to the active project hit no
3. File -> Save
4. Hit cancel in the Save as dialog
5. Bingo
Now here is my one liner 
HACK fix. This IS NOT an acceptable way to fix the bug..... 
Index: src/sdk/cbeditor.cpp
===================================================================
--- src/sdk/cbeditor.cpp	(revision 3413)
+++ src/sdk/cbeditor.cpp	(working copy)
@@ -1267,7 +1267,7 @@
     dlg->SetFilterIndex(StoredIndex);
     PlaceWindow(dlg);
     if (dlg->ShowModal() != wxID_OK)
-        return false;
+        return true;
     m_Filename = dlg->GetPath();
     LOGSTREAM << m_Filename << _T('\n');
     fname.Assign(m_Filename);
If you want to know why this "works" trace through from MainFrame::OnFileSave()....... Which leads to EditorManager::SaveActive().
I'm sure a dev has a good way to fix this, but I can't think of one right now. 
