Unable to save word document into document library Of SharePoint

Problem:

I have windows server 2008 r2 o/s with SharePoint 2010.
I created a new document in document library using option "New".
While I am trying to save the document using save as dialog box,unable to save it to document library.But instead it is getting saved under my documents folder.
When I try enter the url of my site collection under the file name its giving me error as "PATH DOES NOT EXISTS"

Solution:
We have to enable the "Desktop Experience". Run the following powershell commands and then reboot:

import-module servermanager
add-windowsfeature desktop-experience