Did you read the chapter in the Reference Guide?
(not the READ ME in the SAGE Converter, but the full blown manual located under the HELP item in RMX's Utility menu. You can watch the "Using the Reference Guide" video tutorial if you are unsure about what the Reference Guide is and how to access it)
Located in SAGE Converter -> Drag & Drop Batch Conversion
It's much more thorough than can be explained on a forum and everything you need to know is spelled out very clearly there. I have a feeling that you didn't read that chapter, because there is no picture of an error message on that page of the Reference Guide
The key to making it work properly is the way you organize the files before doing the batch process - as outlined in this chapter.