Some people have seen the situation where they can save a file to the server but as soon as they try to make a Central file Revit says 'File Not Saved'. This can be the AntiVirus software blocking it. You will want to make sure that the following file extensions are allowed:
When you make a Central File Revit will make a sub-folder with the above listed file extensions. Of course you will always want to make sure full read/write permissions are given to the user.