Save "filename" with reference to unsaved documents
The interrupted save writes to an error log file at C:\Documents and Settings\"your user directory"\Local Settings\Temp The file name begins with "Error" and may contain a number. The error file contains the information that was unreadable or otherwise scrambled on the attempted save. If your original file is relatively intact and you want to remove the nagging message, delete this error file and the "reference to unsaved documents will go away.
This works if there are no links in the spreadsheet that are recoverable.