Sometimes newer PDFs cannot be saved from the Internet browser. We would suggest that in such cases you try to download the product again and then click "Save As ..." to save the file directly to your desktop. Then you can move this file as you like.
If that doesn't work, you may want to try a different web browser. Give Firefox a try. Firefox is free software that contains neither spyware nor malware and almost always works at www.pegasusdigital.de.