Can't Save In Word 2004

[Anto]

I can't save in Word 2004, I push save, and it says

"This is not a valid file name.
Try one or more of the following:
* CHeck the path to make sure it was typed correctly.
* Select a file from the list of files and folder."

I push ok, it gives me the save dialog, I choose the file, same one I
saved earlier, click save, click replace, and then it saves the file,
but as soon as the dialog dissappears I get the one above again. Not a
valid filename... but I click ok and it saves the file anyway, this is
really annoying, can anyone help me?

I've found it it only does this if I try to save outside of the root of
Documents folder. I'm always saving in Documents:School:...

Thanks.