problems with exporting a chart

Dear R helpers, 

I have a problem with exporting a chart (to any format). The graphic device becomes inactive and I get the 'Error: invalid graphics state' error message. I searched the help, web and FAQ but couldn't find the solution.

This is my code:
I chart a histogram for differences in R2 by sample size (an extract from the data is below). Altogether I have n=2500 observations (n=500 per sample size)

Size; Delta_R2
60; 0.0073842 
60; 0.0007156 
...
70; 0.0049717
70; 0.0121892 
...
150; 0.0139615 
150; 0.0088114
...
250; 0.0027976
250; 0.0109080 
...
450; 0.0050917
450; 0.0088114
...

The histogram works ok and I can save  or copy to pdf/jpeg/png etc  with no problems

library(lattice)
plot.new()
histogram(~Delta_R2|as.factor(Size), type="percent", col="red", xlab="Delta OLS - SV R squared", main="R Squared Deviations")  

Once I put the legends (5 text boxes) on the chart and I try to save or copy it as pdf / jpeg/png etc I get the above mentioned error message.

This is the code for adding the legends:


*The locations of the legends for each chart
leg_loc=matrix(c( -0.1, 0.26,  0.62, -0.1, 0.26, 0.4, 0.4, 0.4, 1, 1),ncol=2, nrow=5, byrow=FALSE)

*Calculate the statistics for each sample size to display on the legends

for (i in 1:5) {
nR=(i-1)*500+1
nR2=nR+499 
z=data[nR:nR2,13]

m<-mean(z)
std<-sqrt(var(z))
iqr=IQR(z)
median=median(z)

*Adding to the chart

legend(leg_loc[i,1],leg_loc[i,2], legend= paste(
"Mean=",round(m,3),'\n',
"SD=",round(std,3),'\n',
"Median =",round(median,3),'\n',
"IQR=", round(iqr,3)),bty="n")
}
Do you know why it is happening? 
Thank you in advance, 
Lena

Elena Wilson
DBM Consultants Pty Ltd
5-7 Guest Street, Hawthorn, Victoria 3122, Australia
T: (61 3) 9819 1555
www.dbmconsultants.com

Please consider the environment before printing this email.

NOTICE - The information contained in this email may be confidential and/or privileged. You should only read, disclose, re-transmit, copy, distribute, act in reliance on or commercialise the information if you are authorised to do so. If you receive this email communication in error, please notify us immediately by email to dbm at dbmcons.com.au, or reply by email direct to the sender and then destroy any electronic or paper copy of this message.