Read only error while saving to JPEG

I am a new user to Solidworks 2012 (SP5) and I am trying to save my part file as JPEG. I could do one time and the next time while I was saving, I got an error message stating that this file is a read-only file. I read couple of forums and asked to change user setting as "Error when writing to read-only document". I still have the problem saving to JPEG.

Can someone help me? Thanks.

SolidworksGeneral