This happens because you've probably launched the application without administrative rights. To fix this, close the software and then right click the icon on you desktop. Afterwards, choose Run as Administrator and wait for the program to start. Once it started, create something then simply save the content and you'll see that the message will disappear.
Secondly, you might run out of space. Choose another partition or delete the items you don't need anymore and Scrapbook Factory Deluxe will run normally.