I had the same issue lately (on Windows XP I could not save a file to the original place from where I had opened it on a Samba share).
The strange thing was that other programs ('Editor', 'Notepad++') were able to open and save the file at the same time when I tried them with the buffer still open in sublime_text. On the next day I could save the same file w/o problem from within sublime_text.
I assume that sublime_text is using system functions for saving that are more picky of 'clean' conditions (which is good in principle to prevent loss of data), but fails to inform the user about the actual root cause, or give the user a manual override button.
Or the preventing conditions are cached and not updated before a new attempt to save is made?
Anyway, if I had to fear this could happen again, it might prevent me from using sublime_text at all, which I start liking a lot otherwise (just starting to evaluate on different OSs).
So the root cause of this odd behavior should be documented here and fixed.