Ok, well I've been downloading some files, and then all of a sudden when I started to click save when the box would pop up, it just disappears without asking me where to save and it doesn't save anything at all. Does anybody know what the problem might be?
What browser are you using? If it's firefox it might have gone back to its origional settings. Either way. Go Tools > Options > Main > Always ask me where to save files.
Assuming that you're using IE: I've had this problem as well... This did the trick for me: http://support.microsoft.com/kb/299328
