This error can result from setting the working directory inside Dropbox or using a different Stata version than the one used to download asdocx. These are discussed below in detail.

1. Working directory is in Dropbox

Is the current working directory inside a Dropbox / OneDrive / Google Drive ? The said error occurs when asdocx tries to write contents to the folder, however its access is interrupted by these Apps. If so, then try changing the directory to a location that is outside Dropbox / Google Drive. The working directory can change either from a dialogue box or from the command window of Stata. For the first method, click on the File Menu -> Change working directory
Stata working directory

Alternatively, you can use the cd command from the Stata command window.

2. Stata version

If that is not the case, then please make sure that you are using asdocx on the same Stata version which you used for downloading asdocx. For example, if you downloaded asdocx with Stata 17, then you cannot use asdocx on Stata 14.

Finally, if the above two situations do not exist, then please make a log file with the following code and send it to me.

sysuse auto
log using asdocx.smcl
set trace on
asdocx list, replace
set trace off
log close

The above will create a file with name asdocx.smcl, please send that file to me.