You select the file so it is highlighted and click the 'Extract File' button on the right hand side of the KT window, it brings up the standard windows save file menu. Save it where you want to from there.
"Beware the form-fitting black armor-clad Drow hottie with twin Mineral II Greensteel Khopeshes!"
"Liella d'Orien says, '"You're the fool, Devil. -- Witness the power of this fully ARMED and OPERATIONAL Titan!"'"