Some time ago I made a change to how my Win XP Prof laptop controls files on the desktop. Currently, when I save a downloaded file from the internet the SAVE AS directory window is buried under the existing open windows and I need to reduce or close the latter to find the SAVE AS window to name and save the downloaded file. It used to be that the SAVE AS window would open on top of the existing windows.
How can I return to the earlier situation? I do not remember what I did to get into this situation.

Don't have a direct answer, but there is no need to close windows, just click on the appropriate box in the taskbar and that window will appear on the top.

This might work. Obviously back up the Registry before trying.
Goto:-
HKEY_CURRENT_USER\Control Panel\Desktop  
Change ForegroundLockTimeout to 0 (Decimal)

You can also use Microsoft's TweakUI to make this change :-
http://www.microsoft.com/windowsxp/downloads/powertoys/xppowertoys.mspx