save error - no clue

[DesperatePOSC]

In advance: sorry for my ignorance, but I am totally new and incompetent with
PSPP. 
But for my study on American elections I have to deal with PSPP. So here we
go:
I tried to download some data from the NES site which worked fine; I
unzipped them, and saved them. So far so good.
Now, I tried to open them with PSPP, did everything that was indicated in
the description that came with the files, but afterwards the output window
gives me the following error message: save is not allowed if the active file
is not defined (or something like that). I do assume that it is a minor
problem, but I just can’t figure it out.
Any suggestions?

Everything is appreciated.

thx.

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