I know that on occasion, I can find myself getting an error like that when I am working in a hurry and not using the FreeFile function. You might give it a try, doing something like this:

Code:
Private Sub Save_Click() 

Dim i As Integer
Dim FF as integer

FF=FreeFile 

Open "events.txt" For Append As FF 

'If you loss the Next i bit and just make it Next, 
'you will notice a speed increase on large loops.

If Events.ListCount<>0 then
    For i = 0 To Events.ListCount 
        Print #FF, Events.List(i) 
    Next 
End if

If Players.ListCount<>0 then
    For i = 0 To Players.ListCount 
        Print #FF, Players.List(i) 
    Next  
End if

'Save the text from Text1 as well 
Print #FF, Session.text & Map.text & MaxScore.text & _
           MaxTime.Text & MaxTons.Text

Close FF 

End Sub
Hope this is helpful.