The "Save as..." location has to be mounted, before you can save there.
So just make sure you have mounted the partition you want to save to. Mounting an partition is done by clicking on the partition icon bottom left of your desktop.
There is an easy way to standardize this at startup, but you'd have to modify /etc/fstab with an entry like this
and /etc/rc.d/rc.local with this
mount -t ntfs-3g /dev/sda2 /mnt/sda2