Lord is refering to the respective Tools->Options->Saving for Mac users. You guys (if y'all have PCs) go to, well, what I just wrote and then follow the rest of Lord's (wise) instructions.
For an really really easy place to locate, why don't you try placing the shared on your desktop? Now that's what I call obvious.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-