pdf files save as in Foxit pdf reader

I use foxit reader. If I use the file menu save as I can not get it to download to my documents or my desktop. If I use the save as menu within foxit,
I can save as to my documents or desk top.

I cannot delete the pdf located here when I did a search:
file:///C:/Documents%2520and%2520Settings/Alicia%2520%26%2520Dianna/My%2520Documents/Canadian%2520Pharmacist's%2520Letter%2520Detail-Document%23%2520230312.mht
file:///C:/Documents%2520and%2520Settings/Alicia%2520%26%2520Dianna/Desktop/Drugs%2520Associated%2520with%2520Weight%2520Gain.pdf
file:///C:/Documents%2520and%2520Settings/Alicia%2520%26%2520Dianna/Desktop/230312%5B1%5D.pdf
file:///C:/Documents%2520and%2520Settings/Alicia%2520%26%2520Dianna/My%2520Documents/230312%5B1%5D.pdf
file:///C:/Documents%2520and%2520Settings/Alicia%2520%26%2520Dianna/Desktop/Document.pdf

Any ideas?

 

Thanks Pete.