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I am running NEURON -- Release 7.2 (551:9d708f513f8c) 9d708f513f8c on Mac OSX 10.7.3 - and am trying to take an ASCII file obtained from a reconstruction completed in Neurolucida and trying to import it to make a .hoc file but am experiencing the following problem...

I am able to use the Import3D tool successfully to import my tracing from Neurolucida (ASCII file) but when I go to Export->CellBuilder and then Management->Export to File, I see a dialog box requesting the location to which to put the output file. I traverse to the location I want to save it at - and hit the "Save" button but nothing happens.

OK, just tried this with the same version as you are using--under Linux, but OS X is just BSD with an Apple veneer--and it worked.

The two most likely causes for the symptom you describe are
1. trying to write in a directory where one lacks write permission.
2. leaving the "file save" tool's "filename" field empty, and entering the name of the file in the "Filter" field instead. This is way too easy to do, because the "filename" field is at the top of the "file save" tool, so it is much less salient than the Save button and the "Filter" field, which are both at the bottom. The "Filter" field is for entering a template string that tells the "file save" tool what kind of file names to display in its scrollable list. If the "filename" field is empty, clicking on the Save button does nothing. I've made this kind of mistake on more than one occasion.