If you get this message when trying to save from your primary mailbox then check that your email account Mailbox name matches your Data File mailbox name.

You can check this by using the 'Mail' icon in Control Panel.  Click on the 'E-mail Accounts...' button, select the default account and make a note of the name at the bottom of the 'E-mail' tab i.e. the location where the selected e-mail account delivers new e-mail messages.  Click on the 'Data Files' tab and check if the name of the default data file matches the name previously recorded.

You may also receive this message if MsgSave encounters an exception whilst generating the mailbox list.  This problem can occur if a .pst file has been moved or deleted.  For example, if a temporary .pst file is opened using Outlook, a mailbox folder will be created in Outlook.  If the .pst file is subsequently deleted, this error could occur when using MsgSave.  Check that the .pst file exists for each personal mailbox by clicking on each mailbox folder in turn.  The solution to this problem could include either restoring the missing .pst file if it has been moved or to remove the personal mailbox from Outlook if the .pst file has been permanently deleted.