As others have remarked, "save as..." doesn't work. They have also mentioned that you can get around this by copying the file to the name you intend to "save as" before you open Acrobat. This works OK if you are opening a PDF file, but it doesn't help if you are creating a new file (either using "Open as PDF" or "Open web page").
In those cases you can save by printing the file.
Note: I tried "print to file" but it doesn't ask me where to save the file and doing unix cmd "find . -mtime 1" doesn't really help. Without "print to file" checked, I can at least find the file in a printer queue.
Ugly, but it worked at least once!