Submit button does not work

I have a fillable pdf form with a submit button. I followed all of the directions when creating the button. I have tried multiple times and everything that I could think of but the button is not working when I click on it. What I mean by not working is, when I click on the button it takes me directly to the location of where I want the pdf to be stored when you click the submit button. So you click the button on the pdf and it should save the file in another location. Instead of save the file it just opens that location. I hope that makes sense. I'm not sure what exact is going on. I am not trying to email the pdf to anyone via the submit button but that does work. I just cannot get the pdf to save to the location that I want it to once I click the submit button after filling out the form. I have tried to do this on my computer locally and via sharepoint. I would like it to work on my sharepoint site but either way, I need this to work. I hope this all makes sense. I could really use some help. Thank you.