Try the following steps in order until the issue is resolved:

1.  Ensure the file locations set in User Options are valid for Export/Import Data Files and Excel Spreadsheets by going to: Tools > User Options > File Locations. If you are hosted, please ensure these are set to your Files Folder.

2.  Free up disk space on the hard drive.

If these do not resolve the issue and if you are hosted by Blackbaud:
 
Contact Support and reference this article.