Hello,
Pop-up blocker may be preventing the opening of save file dialog box. You can turn off the pop-up blocker through Tools->Pop-up blocker or in Pop-up blocker settings add particular website to allow pop-ups.
Hope that helps. If not, then please email us your phone number at
http://www.tethyssolutions.com/support_form.htm so that one of our Technical Support staffs can call you to help you resolve the problem.
Alternatively, you can reach us at 1-888-484-3535 x 3