[Dev-C++] problem saving files

I am new to C++ but not to Windows.  I am having problems when I try to
save the C++ source file to a different directory than the one that it came
from in DevC++ under Windows 95.  DevC++ gives me the little window that
says that the particular file already exists and it points to the folder
that the file came from, not the one that I am trying to save to.  I did
change the default directory in the Options, Environment Options, Default
Directory dialog to the folder that I am trying to save to.  Is it just my
computer or a problem with the program?

Dave