Error saving file

I’m running Window 7 using Parallels 9 for Mac. When I try to save a file from an app in Windows, and the program gives the following error message when I try to save a file:

Code:

\\psf\Home\Documents\Directory refers to a location that is unavailable. It could be on a hard drive on this computer, or on a network …

I’d be appreciative of suggestions to correct. I found this old Parallels forum thread, and this Windows KB article.

Thanks!