I assume you are referring the “Save Message and Attachments” applet. This is an example applet that is not fully featured, and makes several assumptions. One of these assumptions is that the destination folder will be on the current drive (normally C: drive).
You cannot enter a full path into the filename edit box in the applet – this edit box only accepts the name of the file to use when saving the message. It will ignore the path if you enter one.
You can easily modify the applet to let you select a directory on another drive. Around line 100 you will see a line that looks like this:
Set iFolderDlg = Utilities.NewSelectDirectoryDialog
Insert a new line after the above line as shown below (this assumes you wish to select a directory somewhere on D: drive):
iFolderDlg.Root = "D:"
When you execute the applet and press the Folder button, you will now be able to select a directory on D: drive.
I hope this helps.