Create the directory 'Saves' in c:\program files\gog.com\Broken Sword - The Sleeping Dragon\

Thanks man, it works perfectly, I can finally move forward.

If you have installed the game in a different folder, this path might be different.
The Folder Saves must be at the same location, where the "BSTSD.exe" is.

@gog.com Maybe it's possible to modify the install script so that this folder is created during the installation!!

Thanks for the Tip. I try since 1 hour with many manipulations before find this solution.