GIMP: using "save as"

on the new release when i go to "save as"
i usually select JPG

and Preview ( to check the saved quality)

when i try it in the portable gimp i get a message

"Could not open 'G:\Portable Apps\GIMPPortable\Data\settings\tmp\gimp_temp_36200.jpeg' for writing: No such file or directory"
if i leave that box unchecked all works fine and i can save the jpg anywhere i want
just would be nice to "preview" the compression

winXP
1 gig ram
all patches and updates
using gimp on a 512 meg thumb drive and the only real program running

thanks,

mitch AKA phantomphixer