We have a similar problem -- but not with AI 10. We store all our artwork on a Quantum SNAP Server 1100 and have for years saved directly to it with no problems at all. It wasn't until we "upgraded" to Jaguar did we have any problems. The I/O error ID=-36 message comes up when we are working with "Classic" programs like AI 8 or 9. If we boot up the Mac in 9.2.2, we have no problems. It only happens when we boot up with Jaguar 10.2.4 and then try to use AI 8 or 9. AI 10 works fine.
Our work around is to save it onto the desktop (the ID=-36 error will not come up if we keep saving over the file there) and when we are finished, then we drag it over to our server.
Actually, we have just been booting up from System 9.2.2 and have not been using Jaguar. All versions of AI 8-10 work fine with System 9. What a waste :o(