Hi,
Folder is predefined to 'xtkQueryFilter'[1]. You can change it by editing the xml source of the save dialog (ctrl-f4), setting the folder-id as desired. Or just move it after save.
Thanks,
-Jon
1: Looks like it picks up the first folder in the response to 'select filters where schema matches and (shared=true or created by current operator) order by folder's parent's path then folder's order'.