This looks like a new issue for sharepoint/XP. I'm not sure which one is causing the problem, but after upgrading XP (service pack/hot fixes), we get the following error message:
sharepoint documents in this folder are not available. the folder may have been moved or deleted, or network problems may be preventing a connection to the server.
Prior to the upgrade (which has now been completed for all users), there were no problems saving to the portal.
symptoms:
when saving a file to the portal, the save window no longer defaults to the portal, and if you map back to the location where you opened the document, you get the error message.
temporary fix:
make the user a local admin to the machine.
Because a LOCAL admin can save documents to the portal, it leads me to believe that it's a GPO or SAV issue. I can find nothing in the GPO that would prevent saving to a network location.