Unable to save PDF's from Internet Explorer. Error "The document could not be saved. The disk you were saving to or the disk used for temporary files is full. Free some space on this disk and try again, or save to a different disk."

We are currently in a published desktop environment in Citrix XenApp 6.5.  Server is running on Windows 2008 R2.  Users are not able to save PDF's into the redirected folders (ie Desktop or My Documents).  Exactly same issue described in "The disk you were saving to or the disk used for temporary file is full...."  Anyone has any suggestion??