If you encounter this error, it normally happens when you have just switched computers.  The Activity File is a subset of the .set file.  Sports Sounds Pro thinks this file should already be there and it re-writes the file.  When you change computers, you may not have the same path structure that your old computer had and since Sports Sounds Pro is looking for this file in the old location, it cannot find it and it creates this error.  The simple solution is to click on the File Menu and Select "Save Set As" and you can specify the file path and file name for the set file.