Can you explain a little more please? What is it you are trying to save and are you choosing the correct destination? (Save in/File name/File type) these are the three separate questions you are asked when you click on the save or save as button.
File name is the top window in the dialogue box.
File name is the first of the two lower options with File type the last option. On each of these windows there is a small button to the right that when clicked on will give a drop down menu to choose from.