1) Check to make sure the account which is running GRLoader has full control permissions granted on the directory where the document is located.
2) Try to shorten the directory/file name GRLoader is pointing to as it can hit a character limit.
For example if GRLoader is pointed to a file within a folder on the desktop, try moving that folder directly to the C drive.
C:\Users\User Name\Desktop\GRLoader Uploads\File name
If the same error persists try shortening the name of the file.