HELP!! Check your file permissions 2 make sure u can write files

I don´t know if this is a common troubleshooting issue or if it is just me.
But this is what happens:
When I try to run SHAPE KEY TRANSFER script, blender doesn´t capture any points, and I get the following error:

“Event number 8:
Check your file permissions to make sure you can write files”

I don´t seem to get past this problem. If you know how to solve it or where to post this I´d appreciate it very much!
Thnx a lot!