Im getting a message that says invalid directory when I try to save a plugin. I've tried saving it in several different folders and I get the same message. This is my first time using the GECK and I'm not sure what to do.

Follow this page: http://geck.gamesas.com/index.php/gamesas_Tutorial_GECK_Setup
In fact, if it's your first mod, you should do the entire tutorial, IMO.

You CANNOT save your mods anywhere but the games 'Data' folder. Thats it. All others are invalid.