Your comments were accurate.  It turns out I had characters in my label names -- question marks (?) and quotation marks (") -- that Windows XP rejected as invalid characters for file names that I wanted to convert those labels into.
Thanks for your assistance.

Richard Ash <> wrote:
On Tue, 2005-09-13 at 10:45 -0700, Timothy J. Dang wrote:
> Here is what I have been doing:
> 1. Add multiple labels to an existing Audacity file/project.
> 2. Select "Export Multiple..." from File menu.
> 3. Select MP3 as export format, specify that files be split based on
> labels, and specify that files be named using label/track names.
> When I click "Export," I have experienced three scenarios.
> A. All files successfully exported as MP3 files.
> B. No files successfully exported. Error message: "Unable to open
> target file for writing."
> C. One file successfully exported, followed by same error message.
> What is causing B and C?

You have used characters in the names which aren't allowed in file
names? There is already a file named that in the directory? You haven't
got write access to the directory?

What it means is that audacity has said to the OS "I want to create a
file named XXXXX" and the OS has said "You can't". Why is something that
probably only the OS knows, not audacity.

Richard Ash

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