Windows: Trying to Create New League, "File not found. Check the file name and try again"

Problem:
On a Windows platform and attempting to "Create New League", and when trying to save the file a return message of "File not found. Check the file name and try again" (similar to image below):

Solution:
Microsoft Security is blocking FanDraft from creating files, and you have to add/allow access for the FanDraft app. 

Additional Resources:

• https://support.microsoft.com/en-us/help/10557/windows-10-app-permissions
• https://docs.microsoft.com/en-us/microsoft-desktop-optimization-pack/appv-v4/how-to-grant-access-to-an-application