It's telling you that either you have the wrong path or no path set for saving or else that file/folder isn't writable, which means you need to probably set it to 777. In you're on a Linux/Unix type server, you can do that via any good FTP program. If you're on a Windows server, you're probably going to have to have the admin of the server you're on make the changes in permissions. My guess is this is going to be a permission error rather than a path error.