Here's more info that might help clarify:

Choose the BOOKMARKS option from the Navigator or Communicator menu to the left of the HELP menu. (Don't use the pull down that you use to select a bookmark to go to). Then pull down the FILE menu and select SAVE AS

When saving on the PC, choose a folder (not the Windows folder) or create a new folder to save it in.

I hope that's a help. I'm on a Mac so my PC instructions may be a little unclear.

Betsy