This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Hrm... are you testing in the emulator or on your real phone? What version of Android? There seemed to be a problem with Samsung in version 2.x that had this problem. Another thing to try would be to use the android adb tools to connect to the device and see if the file already exists - perhaps another app had created one with the same name?