Vista - cant find any of my save as material

when i try to save as an internet or email page after i highlight it , it
doesnt save.
for example
hightlight email body. click file.save as. tell it to save on my desktop.
name file. click save as .
then the whole save as window disappears and i cant find the saved data.
i have done a whole computer search with the name of the file and its says
it doesnt exist.
i need help please. this used to be easy in xp, and 98

thanks
jane