NEW GAME ERROR XP

Assuming you use Vista/Windows 7, it's probably trying to create your new game folder in your Program Files folder which is generally not allowed in Vista/Windows 7. Save your game folder somewhere else as Program Files is intended to be nothing but programs, not content. MyDocuments/Games/Pictures/Music is intended for that kind of stuff.

You can bypass this by having RMXP run as an administrator. I'd advise against this but I think RMXP needs to run as an administrator to test play games because it was coded by monkeys.

It even needs to be added to the DEP whitelist to run if you're in DEP OptOut mode. It's awful.

In that case I'm actually not sure! Have you installed the RTP/RGSS? Maybe it can't find the folder with the starting database/ect. to copy into a new game folder. maybe try saving in another folder too and see if there's a weird XP permission error causing the problem.