On the SEND page, check the box far down to the left which has the
path it is trying to save the turn orders file in. See if it matches
the Game Path you entered on the first page. It might not if
Automagic for some reason didn't initiate properly when you chose
the gametype when you first opened it.
I had this problem when my Automagic hadn't initiated properly. I
solved it here by downloading a new copy and using that.
You need to DELETE & IMPORT at least once in a new Automagic file before
you attempt to SEND. (This will unfortunately delete your current
orders, so remember what you did.) I'll fix this in the next revision,
but this SHOULD fix your problem for now.