Well there's your problem.
Your username is *phoenix*, so when it exports, it cannot work.
Once you export a preset, it makes a .fhp file for you.
However, have you ever tried creating a new folder and using an * in the name?
The system doesn't allow it, so therefore, when you export your preset, it tries to name it *phoenix*_6.fhp, but since it cannot create the file with an * symbol, it fails.
Solution?
New account.