"Save as" includes a drop-down box at the top of the save-as dialog window. The drive your file will be saved to or the last placed a file went as a result of "Save as" appears in the drop-down box. Click the tiny down-pointing triangle at the right hand side of the drop-down box to select the drive you want the file to go. Choose the folder of the drive you just selected in the main window after that drive selection has been made.
Most M$ programs will remember where you saved to and will put the next "save as" in the same location as last time if you don't change it to something else.