It's almost certainly a Windows problem. Have you run a chkdsk on your drive to ensure there are no problems. You are also limited to 255 characters for the entire path and filename for file. If you exceed that bad things happen in Windows.
If you think your file path and name is too long you can find a free program like "CutLongNames" that will tell you what files are too long. Those files will not be able to be accessed properly until shortened to less than 255 characters.