EFT File Doesn't Show Output File Field

We are trying to generate an EFT File. The report screen shows "Output file to", but there is no field to select the location and file name. How can we generate the file?

The Output file name field does not display until the Generate EFTS file(s)? is set to yes. When you launch the parameters screen, you'll see this:

Note that the Generate EFTS file(s) is set to no. Type yes in that field. Your screen will now look like this:

You can now save the file to the desired location.