This is related to the permissions used to install the plug-in.
What it means is that the SQL Server user that was set up does not have the rights to the zd_audit table. When you tried to save a record, Audit Trail Classic attempts to write to that table but cannot because the SQL Server user that was set up during the server install does not have the rights.
Normally it is given rights when it is created. However, if the person running the server install used Windows Authentication because they had the rights to that table, then when you use it and do not have Windows Authentication rights to that table you will get this error. If the person who ran the server setup log in using their own network credentials they would not get this error because they do have rights to this table.
There are two ways to resolve this. Either you and every user who is going to be using Audit Trail Classic should be given rights to this table, or (our recommended approach) ask your administrator to set up a specific Audit Trail SQL Server user that has rights.