When I open any document whether it is a design file (dgn) or word document, and I click save as, the option to save to disk is missing. If I cancel the dialog it does not take me to the desktop, it just takes me back to the program.
You may have a user setting configured that is not allowing you to save to the desktop...
Use captive environment: When on, any integrated application this user works in will operate in a captive environment, meaning the user will not be able to save documents to or open documents from the local file system. They are "captive" to working in the ProjectWise environment. Therefore when this setting is on, cancelling the ProjectWise dialog in the integrated application will not open the application's native dialog, as it normally would.
IF you are allowed to edit your user settings, then in Projectwise explorer, go to tools \ options \ settings and expand 'Document'
Uncheck the option that says 'Use captive environment'
Click apply and okay
IF you are not allowed to edit these settings then you will need to have your Projectwise Administrator change the setting through the Projectwise Administrator interface.