Hello Sandy,
Do you mean in Internet Explorer - right-click => Save Target As or
Save Picture As? If so:
Check that the file comdlg32.dll file is registered:
Go to Start => Run and type in:
"regsvr32 comdlg32.dll" {without the quotes and with a single space
before comdlg32.dll)
Click the OK button.
If you get an error message indicating the file was not loaded or not
found, try this:
Locate the file comdlg32.dll in C:\Windows\System32 and in C:\Windows
\System32\dllcache (a hidden folder). When you have located both,
delete the one in the System32 folder. It should be replaced
automatically and immediately by the one from the dllcache folder.
or chech this Microsoft Article:
http://support.microsoft.com/?kbid=176316