Where are you trying to save it on the destination server? Is it a partitioned drive? How much space is in that partition?
For example: The destination server could have a drive partitioned into C and D. All together they could have 10GB free space, but the C drive could only have 2 GB left and the D drive would have 8 GB left. If you were saving to the C drive, there wouldn't be enough room.
-SQLBill