Normaly if you save all, and havnt saved anything you will be prompt to save somewhere in folder.(you can pick)
Then even when you save/save all will automatically save over the current save.
Always use the save map to open your project that your working on.
I know save as (ithink thats what its called) will always prompt a place to save.
I normally crtl s (save) then crtl shift s (save all).