If the file that I want to download & save has a hyperlink with a specific URL, I right-click the hyperlink and use Save Link As .... I am given the opportunity to make the file name whatever I want it to save as.

And under Downloads in Options I have "Always ask me where to save files" sat as my default action.

I am not sure if I am looking for the same problem resolution but until about a week ago, my downloading process worked fine. I had set the "ask me for the download file location" and I would change it to a subset folder under the default download location I had setup. Now the process is still setup as it was but simply downloads the file in the default location even though I have the "ask me" option set up and never prompts me for a location. Is this a new problem or is this the same as what is being asked for here?