My Software is Zoombrowser EX - Version 184.108.40.206. Incase your not sure how to check your version go to the "Help" when Zoombrowser is open and then "ABout Zoombrowser". Yea mine saves my photos right to "My pictures" in My Documents folder on the desktop. In my software it lets me choose where i want to save the pictures at. If you go to the "Camera" option at the top the zoombrowser when its open and then go to the "Auto-download settings" There you will have option on where to save and such.I hope that helps.If you have a different version maybe you could download a different version from the canon website.But if you read on steves review of the g3 it says that it saves the images to harddrive for instant use when using the zoombrowser. Your version does look a little different then mine on his review page.
I spent a few hours tonight trying to get some better pics but i had no luck.For some reason the lightning that i capture seems to like to go across the sky instead of to the ground.But i did get a chance to try a all the setting and see what works best.So tonight was not wasted.Trying to capture lightning is definatly addicting.