On Windows 7 with IE9 you can press CTRL+S and the Save As... window pops up. Is that what you're looking for?
When I want to save anything from the internet, such as an MP3, a file, a PDF, the "Save As" box used to popup in front of the internet browser. Now, there is a delay and then the box pops up behind the browser. I have to minimize the internet browser (Internet Explorer) to get to the "Save As" box to save the file to my computer. Very annoying. It has only recently started doing this. How can I get it back to the way it was? thank you!