What are you trying to save this picture FROM? Does it come into an email? If so, what are you using for email, Windows Mail, Outlook, Windows Live Mail, online to something like Gmail, Yahoo, Hotmail, etc? When you do a Save As, you should get a standard window with the folder name at the top and the file name at the bottom. What name is in the box with the name of the folder to save in?
You see my dog broke my crystal ball.
I have Vista and just recently I have not been able to save pictures. When I right click on the picture and do save as the only option I get is "All Files". If you save it that way and try to open it states can't locate file. When I search for it I can find it but it is only a shortcut.