If you are also using Windows 2000 then a recent update 'broke' the ability to save files to a floppy.

There is fix available which can be obtained by contacting Microsoft at: 1-800-936-4900 ( Press 3 for Hotfix support)

If you are outside the US use this link to find a phone number: http://microsoft.com/worldwide

Tell them you are calling to obtain the hotfix described in KB 904368 (currently not published) and they should set you up with the fix. Note hotfixes are free and you should not incur any charges.