Encountered problem while using Notepad as script editor

Hello Gurus,
It was the first time I encountered such problem with Notepad since I started using it for creating and editing scripts.
I was then saving my edited new script by choosing “Save As”, when the error message below popped up.

Notepad
Common Dialog error (0x3002)
Am I missing something? Is there a workaround here?
Thank you in advance.
