Thanks Steve, that's the information I was looking for. You may not understand a word of it, but for Java programmers, it contains the information that will help them to fix your issue.
I'm pretty sure you actually encountered the bug #8305072 in Java mentioned by Daniele, which is not fixed yet.
Reading the comments of that bug report, it seems to be an issue bound to homonyms in the file system. Very strange, since a file name is supposed to be unique in a directory, but that could be half true from a user's point of view when localization is involved.
Could you check in the folder where you expect to save your files if there are some homonyms or files named with unconventional names?