Can’t save files on a Dfs

On a Distributed File System I can’t save documents!
When a user log in a Windows 2000 domain his “My Documents” folder is redirectioned to a folder on a Dfs.
The user can copy files to this folder (and delete the files too), but If he try to savea new Word’s document on “My Documents”, an error message appears!
What happens? How can I correct this problem?

Thanks a lot