I certainly don't want the files to be stored in the Geany folder, and the Desktop doesn't make even less sense, as this would leave my Desktop cluttered with icons for a file. As you can see from the screenshot of my original question, I have my project directories for storing the file. And I must add that meanwhile the error does not occur anymore. Either something was fixed in Geany, or there had been a Windows problem. Windows is really weird at times. For instance (this is not necessarily related to the problem I experienced back them), I do have an empty directory on Windows, which I had created long time ago, but can't delete - not even with admin rights.