Sadly, when downlad bar reaches 100% I get below error:

For indexing purposes and independence from image host, above screen says:
Wintry Cool Game Error Screen
File transfer error: unable to create output file.
Error is rather not related to being unable to play on multiplayer, because I'm able to host a server.
I have installed latest patch and what's more, maps that was used during my attempt to join, seem to be present in C:\Program Files\Giants\Worlds.
In fact, this error appears also when I'm downloading map that I don't have.
Therefore I think it's related to Giants Mod Manager, because that's the application that should handle additional maps and it's not starting under Linux, so I suspect that this might be the issue.
I'm not attaching any error log, because I don't have one.
How can I solve this problem?