Avogadro and Lammps

Dear Avogadro users,

I am trying to learn to use Avogadro via the following tutorial:

Things seem to work fine until i reach the part
"Generate the LAMMPS Coordintes file"

Here the instructions for generating the coordinates file are simply
1 Select “Save As” from the file menu
2 Input the “water.lmpdat” file name from above
3 Select "All files"
4 Save the LAMMPS formatted coordinates file

When I follow that procedure I get,
“the file name is not valid”

Any ideas?

I am using the basic installation of avogadro 1.1.1