This issue generally occurs when a user selects to "Never display this message again" to the prompt "An online application is attempting to access files on your computer."  This prompt occurred when Disk Mapping was initially enabled and is a Windows Security requirement.  

To resolve this issue:
  1. When accessing Blackbaud Hosting Services and launching the Hosted application, you may see a prompt that a third-party application, Citirx, Inc., is attempting to access your computer. Choose Allow. Also, you may see a prompt in your browser to Allow Access, Read-Only or Deny. Choose Allow Access or Permit All Access. or Citrix Viewer error: How do you want to access files from this application? Choose Read & Write
  2. If you are experiencing the error when saving to Local Disk C..., create a folder on the C drive and try saving to that location (Some organizations block the ability to save directly to the C drive but you may be able to save to a folder on the C drive).
  3. Completely uninstall the Citrix Metaframe Client.
    Windows Users: Note the necessary changes required to the Citrix folder within each machine's registry.
  4. Reinstall your Citrix Metaframe Client.
  5. Log into your hosted application to confirm you now receive the prompt "An online application is attempting to access files on your computer."
  6. Select "Permit all access."
  7. Confirm you are now able to export directly to your local drive.

If this issue continues, Click Chat with Support and reference this article.