Ensure you have FULL control on the share and it's underlying file folder.
If you've had your Delete permission removed/denied (yet still have write permission) then you can run into this with Office 2010 due to it not being able to delete the temporary file it makes while you're editing, and if it can't delete it during the save routine, the Save fails..
Perhaps also check out this related SU question: Avoid Powerpoint(/Word) 2010 creating temporary files in working directory