Setting up your Project Correctly
Open Pinnacle Studio, create a new project by selecting File from the menu bar and choose New Project.
File>New Project

Next select File from the menu bar, and choose Save As...

Create a new folder in My Documents, name it something like FourDocs Film. Place the project file into this folder and name it FourDocs Film as well, you can call these whatever makes sense to you, but the important thing to remember where you place them.
