As mentioned above, you are unable to select a different folder when trying to save a pdf using File > Save as option, could you try changing following setting and check if that works?
Launch Acrobat/ Reader > click Edit > Preferences > General
Uncheck the box next to Show online storage when saving files > click OK,
Relaunch Acrobat and try again.
Also, could you confirm the application- Acrobat or Reader and the operating system you are using on the machine?
Let us know if you need any help.