I have no idea how this could possibly happen. The sequence of events when saving your project goes like this:
1. Save everything to file.xml.tmp
2. Delete file.xml
3. Rename file.xml.tmp to file.xml
This is to ensure if Construct 2 crashed while saving the project, the project is not at all modified: it only wrote to a temp file and has not changed any actual project data.
This error means step 3 failed. Renaming a file is one of the most basic disk operations possible, so the only way that could have failed is if the delete file in step 2 also failed so the filename is still taken, but again deleting a file is one of the most basic disk operations.
My best guess is your project is saved in a folder which you don't have full permission to access. Is your project in Documents, or another folder? My only other guess is you're out of disk space. I can't think what else would cause this. Also, what version and service pack of Windows are you using?