It may have something to do with whether or not you're using single or double quotes if you have variables in your script somewhere that have a name in your directory path. If so, you will have to either use single quotes or use an escape character to ignore the variable.
More Info
$ HDA1="\"/mnt/hda1/Documents and Settings\""
$ echo $HDA1
"/mnt/hda1/Documents and Settings"
$ cd $HDA1
bash: cd: "/mnt/hda1/Documents: No such file or directory
It may be since you are using HDA1 as a variable, and hda1 is in your path, that you may have to escape the hda1 to get it to work; or use single quotes.