I see a possible solution: you went into the LW options and specified a new save folder but didn't set it up for sharing.
Go into the LW options and then click Saving. Check the path that is written there and browse to that location in your browser.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-