To overcome this message, always choose a different volume from the source one to save recovered files that has sufficient free space.
Always ensure an external device, which is larger than the source media to save your recovered data. In case you don't have any external media then chose a different volume to save recovered files. If you have an external media then kindly format it once after backing up all the data from it and then try to save the files on that formatted external media.
In case you've use the trial version or just have let the software to scan (preferably by using Deep scan option) for long period of time is best to save the progress in case it requires to be imported later for further development.
Then please follow these steps to save recovered files with Stellar Phoenix Mac Data Recovery.
1) Once scans finishes, select files and click Recover button.
2) 'Open Directory' window appears. From left pane, select a destination to save recovered files.
3) Once destination is selected, Click 'Choose' and again click 'Proceed Anyway'.
4) The Save process begins and files are saved at chosen destination.