File saving problem when running Firefox in Safezone

I have just purchased and downloaded Avast Internet Security and I set Firefox to run in the Safezone virtual environment, however, I am having problems saving some .jpeg files to the hard drive now. The files are “saved” are not showing up in the folders where I attempted to save them except when I attempt to save them again from the browser.

Does anyone know why this might be happening and what I have to do in order to fix it?

Open Avast
Select Sandbox on the left
Then select Expert settings
Select Browser
Place a tick as indicated

That box was already checked. Do I have to add certain websites to the trusted list in order for it to work?