There can be several reasons you get this error:
1: Download and replace all PHP-files with the new ones in the latest WordPress.org package.
2: Try another theme
3: In Windows Live Writer, try to go to the blog settings inside the application, go to ”advanced” then to encoding or whatever it’s called in English and change it to Unicode UTF-8 and then try to post again. This fixed the error for me.
You can also try to set the script-thing and the embed-thing to ”supported” or whatever it’s called in English. (sorry, I only use the Swedish version)