I installed Skrooge v0.7.4 from Ubuntu Software Center today. I'm using Ubuntu 10.10.
I imported OSX file of my credit card transactions successfully. After categorizing a few of the transactions, I attempted to save my work and exit, but received the following message:

ERR-5: Failed to save '/home/bob/Documents/test.skg'

Repeated attempts have failed.

Any help appreciated.

that is an old (2010) version of the app, you might find relief using a more current version. As Kubuntu does not provide anything newer Skrooge does on it's websit see http://skrooge.org/ubuntu_installation