In one of the older versions of Creator I had a similar problem. Spaces within the path or file-name could cause an errormessage like that and - as in my case- language-specific characters did the job. Accepted by windows, but not within creator, but seemes to be fixed with 2.2
I am using PSoC Creator v2.2. Weird, I have used spaces in the path in the past and they have worked fine?