New really tiny µTorrent hardware!
This problem may be caused by a limitation in Windows with path lengths. Windows unfortunately limits the maximum length to 255 characters (which includes the filename). Try saving the torrent to a location closer to the drive's root, such as C:\torrent.
Simply create two blank files named "settings.dat" and "resume.dat" (without the quotes) in the same folder utorrent.exe is saved in. Make sure Windows is not hiding the file extension when creating the file (in Explorer, Tools -> Folder Options -> View, uncheck "Hide extensions for known file types", hit OK)
This means that the disk was not able to keep up with the read/write speed. To fix this, you can change the options in Disk Cache.
Please see this question.
This is not a µTorrent error, but instead an error reported by your hard drive. It means that your HDD was unable to read or write the data because the sectors are faulty or starting to die, which may be a sign of future disk corruption. Running chkdsk might help, but you may need stronger recovery tools.