This message appears if there are no stitches in your embroidery. For instance, if you deleted the embroidery and then tried to save it.
This message appears if, for instance, you try to save an embroidery to a CD-R. A CD-R is read only, therefore you will not be able to save the embroidery. Save the embroidery to another medium.
This message appears if, for instance, you have loaded an embroidery from a CD-R and then attempt to save the embroidery back to the CD. A CD-R is read only, therefore you will not be able to save the embroidery. Save the embroidery to another medium.