Initial saving; every five minutes

[Betty S.]

Why is MLO's first save trying to save to it's sound file?   "You don't have permission to save to this file location... Would you like to save to ..." Is MLO saving itself, or the first few tasks I entered? Obviously I'm new to this. Do I create a new folder (My Documents MLO?) in My Documents? I tried creating a folder in Programs. The result is "above".