Michael,
thanks for your help.
I reset Internet Explorer 8, then restarted MOI.
When I saved to LWO and OBJ formats, I first selected the file type drop down, then typed in the full name plus extension on the line above. Hitting save did not bring up the Mesh Options dialog, and the files were not saved.

If you were right about my machine not completing the file name extension, then I would have noticed it elsewhere in my apps. This is the only program of many that saves no file when you hit save.

-Paul