Under Windows, the following characters are not allowed in file names: \ / : * ? " < > |

If none of these characters is visible in the file name then there may be non-visible illegal characters (perhaps - I'm not convinced about this one yet).

Other potential problems are that you have run out of disk space, that you have too many files in a single folder (should only be a problem on older operating systems or potentially the root directory of a disk), that you have hit a bug (you'll probably get a lot of 'could not move to library' in one batch), that you do not have all the permissions you need to access the incomplete or save folder, that some other program is accessing the file (virus checker, FastFind, a media player)... or something else.

Mark