That is odd. Does it run at all? Do you see it in the system tray and can you open the settings dialog? When you run it, try clicking on the Start menu button once first, then try your middle mouse button. I have noticed sometimes mine doesn't work right away unless i do that.

Looking into this, I can make most of what you ask, but I can only display a Save-As dialog and you would have to choose the location, and press Save. The name of the webpage is set as the file name, but you can change it if needed.