Jim,
I had a 9000 pro with a hard disk installed; I seem to remember that there is a limit to the number of files you can store in a given directory. Try to store the midifile in another directory: if this does the trick, the disk is clearly not "full"...
What I did to overcome this problem was to store the midifiles in alphabetical order, like A-C, D-G, etc.
Hope this helps.
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Korg Kronos 61 and PA3X-Pro76, Roland G-70, BK7-m and Integra 7, Casio PX-5S, Fender Stratocaster with Fralin pickups, Fender Stratocaster with Kinman pickups, vintage Gibson SG standard.