Do you have a folder called "inprogress" in your maps folder?
Open your paintball2 folder (It's usually in C:\Games), then the pball folder, then the maps folder.
If you don't see the inprogress folder try making a new one. If it says that there already is a file/folder called inprogress look for a FILE (not folder) called inprogress. If you see that file, delete it and make a folder called inprogress.
Try exporting again.