It should autosave and show up like this: http://i467.photobucket.com/albums/rr33/erin_livej/Screenshot2009-11-08at25528AM.png letting you know that it's in a folder by having the option to remove it.

It's not doing that, which is confusing the hell out of me. For example, a picture will be in the hp folder, for example, but will read 'show in hp folder' instead of 'remove from hp folder.'