I'm rebuilding my system after crash. When I went to install FileNanny, it wasn't what I remembered.
The one I had set in the Context Menu and simply asked "File Nanny this". At which time, it created a folder, placed the target file in it, then left it in the originating folder.
The one I have asks for a name, then disappears.
I have to admit, XP is doing very odd things, and I'm in the process of a planned Clean Install. It could be me.