"select location for download" dialog doesn't save on Safari OS X

I'm using the latest OS X, Safari and Flash Player. A dialog "select location for download" doesn't allow me to save a file. Instead, it sort of freezes Safari by behaving like an unresponsive model dialog box.

See this movie:

I've followed How to fully reset Safari on your Mac | MacIssues but that makes no difference. This put me on track with Flash though as the site I'm able to reproduce this issue in easily (Pixlr.com) is using Flash.

Any idea?