mmm... I can't reproduce it....
Odd... it does it to me every time...
What I did was to create the project per the images, toss in a quick "hello world" version of main.c...
The error comes when I close POIDE then click on the project file (.ppj or .ppw) to reload it.
I can't be sure but I'm guessing it's something to do with the result directory setting combined with the space in the path name...
It's not a big deal, I just remind myself not to put spaces in path names for now.