How do I save a file created by someone else on which I have made comments?

I have a draft of a pdf file created by someone else.  I have proofed the file and added comments.  Now I want to save the file with the comments and return to the originator.  When I click on Save or Save As, I get a smaller blank white screen that says Save at the top but I cannot type a file name.  I am afraid if I close the file without saving, I will lose all my comments, which is what happened when I tried a test document.  Thank you for any help you can provide.