Without knowing DP+ very much, I would say the message still seems quite self-explanatory: "The specified path, file name, or both are too long. The fully qualified file name must be less than 260 characters, and the directory name must be less than 248 characters.".
And remember that a simple "Z:\StatData\" may in fact expand to "\\the_very_long_name_of_a_company_fileserver\some_shared_resource_with_a_long_name\StatData", all depending on your network setup.
You can see the full paths for network drives by opening a 'DOS command window' and typing "net use"; or you could ask your IT department if the previous sounds like Greek to you.
