In Firefox, go to Tools > Options, select the General tab, and set the Downloads option to 'Always ask you where to save files'. This will work whether using the old or the new save method.

Alternatively, in Save Page WE Options, enable the 'Use new save method' option and the 'Always show browser Save As dialog box' option. The new save method works on a few websites where the old save method doesn't work, but it does not remember the previous save location (folder).