[edited from support email]
I think part of the problem was the computer I was using. I could create an experiment but when I ran trial run it wouldn't automatically create a data file (that I could see, I looked everywhere I thought it could be). I'm not entirely sure what version it was, I don't think it was the latest though. But, when I tried it at my university's main computer lab (v.2008), that data file did appear after a test run.
I've since been able to access my data on SPSS, but for some reason the same "not a good thing" error box still appears when I'm running participants. Since everything else seems to be working well (I can access my data, save it, etc) I've been using the experiment for my study. Do you have any thoughts on why this box is appearing and what I could do in future studies? I was thinking that maybe it had something to do with the fact the file isn't saved on the hard-drive of the computer...but this is where my computer knowledge grows dim.