Copy from file explorer instead of trying to save directly.
When you paste from file explore, it will ask you if you want to copy it as administrator.
No
Using drag & drop doesn't work
Dragging the file from the C: \ download directory to the destination directory does not work
At least in my system it doesn't ask 'do you want to copy as administrator?'
I had to create a small batch file with the copy instructions and then start the batch file by right clicking on it and selecting 'run as administrator'