Cannot save web pages under any format

Hello, I'm using IE7 under Vista Family Premium 32-bit edition (French
language version). Each and every time I try to save any web page under any
format whatsoever, I invariably get an error message saying what translates
as "the web page could not be saved at the place specified". If anybody out
there has an idea how to fix this, I'd like to know. I tried disabling 3rd
party software, but got the same message.

Thanks
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cam4