Hi Zafi,
My first thought is that you are logged into the network (or the Win 2000/NT/XP workstation) without complete read/write access to the necessary drives. Can you duplicate this from other workstations (or is this similar to your other posting where 2 of 3 stations were fine)?
Try saving a report to your local C drive: this will narrow down whether the problem is network related or not.
Make sure you have the latest Client32 versions and Service packs - some older Client32's are known to have problems.
Regards,