Not sure what that error message means, but I would suggest printing the possible paths you are trying to save to and check if there are some forbidden character you are trying use as the file name:
Names Default To Here(1);
dt = Open("$SAMPLE_DATA/big class.jmp");
path1 = "$TEMP/" || Char( dt << get name )||"_"||MDYHMS( Today() )||".jmp";
path2 = "$TEMP/" || Char(dt << get name) || "_" || Format Date(Today(), "ddmonyyyy h:m") || ".jmp";
Show(path1, path2);
For windows:
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-Jarmo