Sounds like there is a macro running, possibly with a dialog box either
BEHIND the main Word window, or off-screen.
You could try --
1. Before calling SaveAs, make the Word window as small as you can and the
screen resolution as high as you can -- then call SaveAs and see if there's
a dialog showing somewhere. (Not a permanent fix, but it might tell you
what's going on.)
2. Remove all macro code and see if the problem disappears. A quick way is
to close Word, then change the extension (eg to $$$) of normal.dot and any
add-ins (*.dot files in Office\Startup). If that fixes the problem, bring
the renamed files back one at a time until the problem re-appears -- then
you've found the culprit.