If you've ever experienced the "Warning: file creation failed" error on a Windows machine, here is a tiny, incomplete explanation of why it happens and how you can fix it.

DOSBox complains with this warning when the file is marked as Hidden in "real-life"
DOSBox can see the file just fine and allows access to it, but when "creating"/modifying this Hidden file, it fails and returns a warning.

So, how to fix it? Simply hop out to Windows and edit the attributes of the file (either right click -> Properties) or use ATTRIB -h in a command window.
Unhide the file and you should be set.

As the subject implies, this is what I did to get Supaplex to save my levels/player list. (PLAYER.LST and HALLFAME.LST)

Hope this helps someone. This problem probably doesn't happen with Linux since the attribute of a "hidden" file is to simply start with a period if I'm not mistaken. I imagine that DOSBox would have no troubles with this.

Thanks and good luck everyone!