CAN'T CREATE FILE

upon downloading the 2025082901EQUITYEXT00120.TXT the progress shown is ERROR then a notification of Can't create file will pop up saying

System Error, Code 2.
The system cannot find the file specified

Then I tried downloading the old files and it notify same error.
I did tried re-installing the program but none progress and still the same error.

Hoping you can help me about this.

thank you