This happens because you have too many "meeting" files in you Downloads folder.
When you download a file, Windows will automatically save it for you to your Downloads folder. If there is already a file there with the same name, it will append a number to that file (like seen in the background if the image above). But Windows will only do this for 100 times. When you try to do it 101st time, Windows will ask you where do you want it saved.
SOLUTION: These meeting files are only temporary files. You do not need them after you join the session. Go to your downloads folder, and delete all the meeeting files you have saved from your past Collaborate session. The next time you join, you will not be asked to save the file.
To minimize this problem, you should get into a regular habit of reviewing the contents of you Downloads folder; and deleting unnecessary files, or moving the necessary files to your Documents folder.
To assist in deleting these files, as well as other general 'clean up' tasked, this process has been built into the "Clear Cache" tool. You can run the "Clear Cache" tool from your desktop. See How Do I Clear My Cache? for additional information.