Unable to save a script file directly using "save filename rep" command..

I'm using 11g in win7... I wrote a statement in sql plus and wrote.
SAVE RANK REP. but it is saying SP2-0110: CANNOT CREATE SAVE FILE "RANK.SQL".
I heard that ORACLE_PATH is not been set, that's why I'm getting this error.. was that right?
if not if I don't have permission on the working directory how can I grant them..
pls help me to solve this problem bro.
Thank you in advance.

From the document.
SP2-0110 Cannot create save file file_name
Cause:
An attempt was made to save the content of the SQL buffer to a file and the file could not be written. Possible causes:
An error was encountered when creating the destination file.
A directory name specified in the SAVE statement was not found.
A system error made it impossible to open the file.
Action:
Take the following actions:
Check that the destination is valid and that there is sufficient space on the destination device.
Check the statement for a typing mistake in the directory name. Then issue the statement again after correcting the directory name.
SQL*Plus Error Messages

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