There are no protected files or folders and the filename looks good.

I got this code because I want to save a mail merge document to to separate
files.

Gary Mayor had some nifty code for doing this, but it always stops at the
.SaveAs command.

Sample code below:

Dim mask As String
Selection.EndKey Unit:=wdStory
Letters = Selection.Information(wdActiveEndSectionNumber)
mask = "ddMMyy"

Selection.HomeKey Unit:=wdStory
Counter = 1
While Counter < Letters
DocName = "D:\My Documents\Temp\Workgroup\" & Format(Date, mask) _
& " " & LTrim$(Str$(Counter)) & ".doc"
ActiveDocument.Sections.First.Range.Cut
Documents.Add ("ranksheet.dot")
With Selection
 .Paste
 .EndKey Unit:=wdStory
 .MoveLeft Unit:=wdCharacter, Count:=1
 .Delete Unit:=wdCharacter, Count:=1
End With

//the problem is in this line
ActiveDocument.SaveAs FileName:=DocName, FileFormat:=wdFormatDocument

ActiveWindow.Close
Counter = Counter + 1
Wend