This message has the following cause and solution:
You can only add modules to Visual SourceSafe if the module name is a valid file name. The file name you chose is not valid.
Rename your object with a valid file name.
If you mistyped the file name, try again with a valid file name. If you believe the file name is valid, and you are working in a mixed-operating system environment, the problem might be that the file name you chose does not translate properly in one of the other operating system environments connected to your Visual SourceSafe database. In this case, try another file name.