Save link as irritation

[Borax Man]

I dont know if this is a bug, but its definately a very irritation 
mis-feature I would like to know how to remove in mozilla
0.9.7
Why do I have to wait for a web page to completely load before I can use 
the "save link as feature"?  Older versions did not do this, but now, 
the dialog box does not come up untill the web page is completely 
loaded!  I really cant understand why anyone would deliberately do this, 
must be a bug.