Groove Quantize Question

I'm trying to define new grooves...in other words, to save MIDI data as .grv files for future use.
 
I've been following the instructions given under the "To save a groove pattern" heading at the link shown below, but can't seem to create a .grv file, or at least not one which actually works:
 
http://www.cakewalk.com/Documentation/default.aspx?Doc=SONAR%20X2&Lang=EN&Req=EditingMIDI.38.html 
 
When I get to Step 8 (Click OK), I do so and then up pops a box saying "Cannot modify file (might be read only)." But I am in the process of creating the file right then...it doesn't seem to make sense to see that message.
 
So I then click OK to get rid of that message, and then click OK again to try to use the new groove file (Yes, the new .grv file does show under the "Groove File" dropdown menu, but the pattern I supposedly created within the file does not.), but when I click OK I then get a message saying "Out of Memory."
 
Huh?
 
What am I doing wrong?