I'm going to assume you're using ROM Manager. Flash Clockwork Recovery to the latest, once done...scroll down to the bottom of ROM Manager and you will see "All ClockworkMod Recoveries" - Select this option and flash 184.108.40.206 or earlier. This option I belive is only available if you own the "PRO" version.
The version of Sapphire currently being developed is likely going to support the newest version of Clockwork Recovery, so hopefully soon this will no longer be an issue.
You have to flash CW 220.127.116.11 or older to load Sapphire. However, there is one little issue with RM/CW and that is one flash does not take. I had to flash the older CW about 4 times (consecutively) to get it to take. The way you can tell if the flash took is once you boot into recovery it will state what CW Mod version is running. If you are still on the newer CW, reboot and try again. Otherwise you will continue to get fails when flashing Sapphire.