Compare your set variable step with Phil's.
Set Variable [ $Path ; Value: "file:" & Get ( DesktopPath ) & YourTable::FileNameField & ".PDF"]
Does this help?
If you want to save it to a specific place, first try do it manually. Click the 'Specify output path. Click the Add File button. Pick the exact place from the dropdowns. That will insert the right path. Then copy that path before closing the window and use that to put in your additional parameters.
The error message may also come if the place you are trying to save it already has that file opened (does this with excel)
You also don't put "file:"&"filewin:/... together
The file: and Filewin: combination will produce an invalid file path so that's the most obvious issue here.
I used file; instead of filewin: as it is the same on both OS systems.
I do have another thread you might look at. It has a download link for a file you can use to get the exact file path to any file accessible to your computer and then displays that file path in a number of calculation fields. You can thus open this file, insert a file "by reference" into the container field and then compare the filepath shown in a field with the file path that you are using in your script to see what is coming up different.