Export, Save As problem

I am having a weird problem exporting a file. I have a simple PP file with 
about 5 objects, mostly rectangles with a linear 2-color fill. Anyway, after 
I export the design as a JPG file, every time after that when I try to 
export, the normal export 'file as' dialog does not appear, but the warning 
that all objects will be merged with the background does appear, then the 
JPG options dialog, then it tries to export but gets an error writing the 
file. The same thing happens if I try a File As. I was actually able to 
export the file a few times, then this problem started. I did the F8 thing, 
it worked one time and now the problem is back.

PP SP1, Win XP Home SP2

Thanks,
Frank