Version:           0.8.6 (using 3.5.9, Kubuntu (hardy) 4:3.5.9-0ubuntu7)
Compiler:          Target: i486-linux-gnu
OS:                Linux (i686) release 2.6.24-16-generic

I was trying record a wmv video in kaffeine, the video plays,but I can't record it, because there is a error when saving the video in a folder.
The erros messages:

1-"The specified save_dir might be a security risk"

2-
08:31:46 AM: input_rip: error opening file ??P????e/helios/Documents/PGU_20_junho_2009.wmv: No such file or directory
08:31:46 AM: xine: join rip input plugin
08:31:46 AM: input_http: content length = 201 bytes
08:31:46 AM: xine: found input plugin  : http input plugin
08:31:46 AM: xine: The specified save_dir "??P????e/helios/Documents" might be a security risk.
08:26:16 AM: input_rip: error opening file ???e/helios/Documents/PGU_20_junho_2009.wmv: No such file or directory
08:26:16 AM: xine: join rip input plugin
08:26:16 AM: input_http: content length = 201 bytes
08:26:16 AM: xine: found input plugin  : http input plugin
08:26:16 AM: xine: The specified save_dir "???e/helios/Documents" might be a security risk.
08:15:31 AM: xine: found demuxer plugin: ASF demux plugin
08:15:31 AM: xine: found input plugin  : mms streaming input plugin
08:15:31 AM: xine: found demuxer plugin: ASF demux plugin
08:15:31 AM: input_http: content length = 201 bytes
08:15:30 AM: xine: found input plugin  : http input plugin
08:15:26 AM: input_rip: error opening file `????e/helios/Documents/PGU_20_junho_2009.wmv: No such file or directory
08:15:26 AM: xine: join rip input plugin
08:15:26 AM: input_http: content length = 201 bytes
08:15:26 AM: xine: found input plugin  : http input plugin
08:15:25 AM: xine: The specified save_dir "`????e/helios/Documents" might be a security risk.
08:15:13 AM: xine: found demuxer plugin: ASF demux plugin
08:15:13 AM: xine: found input plugin  : mms streaming input plugin
08:15:13 AM: xine: found demuxer plugin: ASF demux plugin
08:15:13 AM: input_http: content length = 201 bytes
08:15:13 AM: xine: found input plugin  : http input plugin

Try to record the video, using "save stream" option:
http://windowsmedia.globo.com/tvglobo/globouniversidade/PGU_20_junho_2009.wmv