You can try this:
Download
TweakUI from Microsoft.
Install the program.
Go to Start -> All Programs -> Powertoys for Windows XP ->
TweakUI.
Once the program is running, click on the + sign next to Common
Dialogs in the left hand column.
Click on Places bar.
Select "Show default places".
Click OK.
Go to save a file and see if the problem is fixed.
Dave