I would check file permissions and make sure you have write access privileges to the folder where you are trying to save the file. Can you create other files in this folder in Windows Explorer (New -- text document)?
Since this is a lab setting, I'd also check to make sure you haven't accidentally set up two users to access the same folder, as this can cause permissions issues when two users try to write to the same folder.
I created the signature file in local: default.gdb folder, it worked!
And then cut this .gsg to another folder except your local.