I usually save a web page by going File >> Save As and then choosing a location and name. Sometimes this will not work if the location does not have enough available space or if the web page has some data drawn from elsewhere, this can vary depending upon how the page was written, and I will get the 'unable to dave web page' error message. Sometimes you can get an 'unable to save' error with some pages written in JavaScript.
I can often get around this by placing the mouse in the middle of the page and right clicking and selelcting the option 'view source', this usually open in Notepad or Wordpad, then use 'Save As' to save it.