When you don't save the project, when you build/run it, it will be saved in the %TEMP% directory of Windows (you use Windows, I see).
This probably is C:\Windows\Temp or something similar: a path without spaces in it.
So please try my suggestion above and report back, or state that you already saved the project in a path without spaces (or other special chars) and the problem remains.
(I'm not sure if this is still the case, but it was recommende to install Lazarus itself also in a path without spaces.)
If the problem remains, please also state the Lazarus and Fpc version you are using.
Bart