SYMPTOM:
When creating a file subscription in Strategy Distribution Services 9.x and 10.x using the "%20" encoding for a space character, the notification email file location hyperlink is correct, but the file does not exist on the system and the email notes that the delivery failed for the primary location:

The following File delivery was not successful. [...] Error message: Transmission to primary location failed. Backup location is not enabled. Backup location is not enabled.