This is usually because of an "Illegal" character in the file or path name.
1) the file could be locked
2) I have heard that it can happen if the file path is too long (not sure about this one)
In every document?
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That makes it likely it's in a drive or folder name.
I've experienced the same issues and as SJRiegel states, it usually an illegal character in the naming protocol (a forward slash, for example).