check your shared folder permissions and your NTFS permissions. I just had this problem because my shared folder permissions had everyone as "read" rather than full control. set it to full control (NTFS permissions can be used to apply more restrictive access if necessary).
make sure whatever account your using has write access to the folder your saving the image to.
the above post is a bit misleading, making it sound like you can't save the file to an NTFS partition, which is not the case, just need to configure permissions.
