The Save Slide Show File window appears when you click the Save As item on the File menu on Slide Show Accessory Main Menu window.
The Save Slide Show File window is a file selector. It shows you all the slide show files in your current directory. You may either type a new file name in the File Name field, or select an existing slide show file. If you select an existing file, the Slide Show Accessory overwrites it with the current slide show. Since this destroys the slide show already in that file, the program warns you with a dialog before overwriting an existing slide show file.