Go to Edit -> Options..., and click on the "Spelling" tree node in the Options dialog. What is the file listed there for "User dictionary"? Does that file exist? If not, then the problem is that RText cannot create this file. If its parent directory does not exist as well, this might cause this error.
If it does exist, open it an examine its contents. Is it truly a text file with 1 word per line? if not, this might cause problems too.