IE8 Bug - correct repro inside

IE8
Version: 8.0.6001.18702
Repro:
1. open a web page with a few thumbnail each linking to a picture (try
Google images search result, it will happen there...)
2. click on each of the thumbnails and choose "Open link in new tab" (a few
tabs will be opened, each with a picture)
2. go to the first tab, stand on the picture with the mouse, right click and
choose "Save As"
3. Save the picture in a location which is not the default location
suggested by the browser (for example, create C:\TEST and save it there)
4. Go the the second tab, stand on the picture and try to save it
5. The default location should be where you saved the previous picture
(C:\TEST), but it's not. it is random- can be my_pictures, my_documents, or
anything else.

Is this a bug ? if yes, is there a patch ?