Hi all, I'm Gabriele and I have the same problem. Just before the end of the pre-processing, it appears the Warning Message "Compressed file 'pp_(null).nii.gz' not found". And if I want to process further analiysis (like Mean and Linear Model), the feedback error is exactly the same. Here below I post you all the Log launched
 
Launching Preprocessing...
Launched: sdm pp gray matter, 1, 20, gray matter, 1
Analyzing coordinates
Creating anisotropic space
Preprocessing studies
Preprocessing Monte Carlo permutation
WARNING: Compressed file 'pp_(null).nii.gz' not found.
Removing previous permutations
Calling web browser
Pre-processing finished!
_________________________________________________________
Launching Mean...
WARNING: Compressed file 'pp_(null).nii.gz' not found.
Saving
WARNING: Compressed file 'MyMean_z.nii.gz' not found.
_________________________________________________________
Launching Lm...
_________________________________________________________
Launching Linear model...
Launched: sdm MyTwoGroups = lm
WARNING: Compressed file 'pp_(null).nii.gz' not found.
Saving
WARNING: Compressed file 'MyTwoGroups_z.nii.gz' not found.

Thanks all