Photoshop saving file format issue

Hello, please help me on this..

I can’t save my file in a correct format file name.

Example:

I create a new psd file in Photoshop, when i want to save in jpeg, the file name still same as “filename.psd”  , its never change to “filename.jpg” . Everytime i have to manually click on “filename.jpg” to save the file. If not, it will be become an error file, cant open the file. Its not only for jpg format, others format (JPG/EPS/PNG...) also same as situation as state.

How can I change it and back to normal?

Many thanks.