Saving Plugins Settings to session folder

[Legs]

My client is trying to save plugins settings to his session Plugins Settings folder and having gone through the usual saving procedure we are presented with a window (big red hand message) to tell us to do exactly what we have just done, as if we haven't supplied a suitable directory. There appears to be no reason for the settings not to be saved to this folder as there is no problem saving them to the root folder. I wonder whether it is something to do with the fact that he originally began the session on 5.0 and since moved onto 5.1. Or maybe something to do with the way he has his drives partitioned. Essentially this is not a serious problem but according to the client it is ongoing as it has happened on more than one system. ANY help or advice would be greatly appreciated.