Saving file opens folder

When I go to save a file, it forces me to open the bottom most folder in a directory. For example, let's say I download ccleaner, I get the pop up dialog that asks me where to save the file. Now, instead of having a neat little save button, it is an open button. So, I have to click the folder above the one I want to save it in, click the open button and then it finally saves the file.

So, how do I disable this behaviour? How can I stop it the open button from occurring?

 

Oh..sorry ... Firefox 4 and Windows 7 64bit Ultra-mega-super-duper

 

Click the new menu button, click options, under general select "save files to" then click browse to point where firefox saves your stuff.

 

I know that, but the problem is that it will automatically select a folder and then force me to open the folder unless I manually select the folder I want to. Which is annoying. I took a screenshot so you can see what I mean. Note that instead of the save button, it says "open."

Thanks for the response though.