When create a new secure file in PGP Desktop the following error message is displayed when you try and save to a network Path

“The specified Save Location is not valid.”

This is a restriction on some old apps as well as this version of PGP Desktop which is up-to-date which disables saving to a UNC Path e.g.  \\server\user\data. The way around this is either to save locally to the machine or map the UNC path as a network drive and save via that network drive