Cannot Save New Startup Config

I am not having a good day! Can someone point me in the right direction? I have a client's router (871W)that I am just try to put a basic config on and I cannot seem to write the config to NVRAM. Here is what I am doing (tried both methods):

CiscoRouter#wr
Building configuration...
[OK]
CiscoRouter#copy running-config startup-config
Destination filename [startup-config]? sdmconfig-8xx.cfg
%Error copying nvram:sdmconfig-8xx.cfg (Invalid argument)
CiscoRouter#

I have tried new names and this one that was apparently put on there by the last company. HELP!