Does it do the same on another user?Check it out.
Can you save anything via cmd?
Does it do the same in safe mode?
Does it do the same when U copy something or only when U try saving a file?
It may be something related to user policy
Check under Start>Run
Under User config>Administrative templ.>desktop>Active desktop>
See if something is disabled, like Prohibit adding items or Add items is disabled.
It could also be that a program is blocking somehow that option as a safety mechanism for the user, I can't think of anyhing else...