usually when I click save HTML - it pops open to my documents file and all I have to do is click Save.

If your pop up box/screen goes to desktop - you can just save it there - or just click on the left side icons for My documents - it will change to the documents area to save it there -you can change the name to something easy to find .

once it is saved in the HTML file double click it and it opens with a list of the bookmarks as live links - just click one and it opens in firefox automatically.