I would love to get to the bottom of this issue, and I apologize if I'm sounding harsh -- but i seriously need someone to help me understand or see this in action because i can't for the life of me reproduce it.
Furthermore, I still do not know the process which you are performing and getting pcx files... there are a dozen ways and places that SC can "save" a file -- whether it's when performing a save as, when hitting the SAVE button, automatically on a new capture, etc.
This may simply be a case where you are misunderstanding how that option is used -- or it may be a bug. But unless someone can walk me through the steps that lead to the behavior that you think is in error and tell me exactly what actions you take and what results you get that are unexpected, there's little i can do.
It doesnt help me to say the the program is "saving PCX files" -- I need you to tell me what exact set of steps/actions you are taking that create a pcx file.
Just walk me through the steps please.