Hi Michael,
It helps on the forums if you list what version of the software you are using and be very specific in the help needed.
It appears that you want to change where 3ds Max saves: Under the "file" option in max (the blue Max icon now), choose "Manage" then "Set Project Folder". Then select where you want your 3ds Max Project file to save.
If you mean you cannot save (save as) to the same folder as the open file, this is because the file is open and you will need to rename the file to prevent duplication. If you mean you cannot save to the file at all, this may be a permissions issue - can you save to the folder from other software?
You may also want to configure your paths to control where your images/scenes, etc. automatically save to. Check out this tutorial:
http://www.edmax-tutorials.com/idh_file_configure_paths.html
This is found under the Customize Menu.
I hope these help you find your solution.
-Kenny
