Computer Animation Arts

Hi, Anita here (first year). I'm trying to export my blog however, when I go to 'settings' and then 'export blog', it comes up with the option to download rather than export. Screenshots below: When I click download, the following screen appears, but there is no option to save:

i currently have a wordpress blog i use as my online sketch book and diary, does anyone know of a way to link the wordpress and blogger blogs together? so say, if i update one the other updates etc!? cheers