Why can't I get the "save as" option when I download a file, it automatically saves EVERYTHING to download folder.

When I download a file, I used to get an option to "save as", instead of just save. If I download a file I like to immediately download it into the appropriate folder on my desktop (not just one folder.) Instead I have to download it, go into the downloads folder and move it. I do a lot of downloading for work and this is just an extra step that I find so annoying. Is there a way to change this, or and "add on" feature to get "save as" as an option? I get this option on Internet Explorer, but I do not like using IE :(

P.S. Not sure if this is important, but I am using Windows 8 :(

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