Emulator Problem: Visual Boy Advanced Saving Error

I have been trying to setup an emulator for my Mac Book Pro and I had Pokemon Leaf Green running just fine but when it comes to saving the game it just won't do it I keep getting the error:

"Error creating file Battery Saves/Pokemon - Leaf Green Version (USA).sav"

I've searched around like crazy but I just can't wrap my head around any of the explanations.
I have Visual Boy Advanced and I want to play one of the original Pokemon games; Red, Blue, or Green. So if someone has a Pokemon emulator on their Mac Book Pro that works and saves I would love to know about it.

Try to keep the explanation as English as possible; I'm a bit of a newb when it comes to emulators.

Thanks for taking the time to read this and than you for your help!

I don't know why it happens but I have the exactly same error - except with a different game. I've tried saving through the game and with the Freeze state option, but it doesn't work. If I can't get the save to work there is no reason to have the emulator reallly. Zelda games are generally long and require saves.