I just started using this tonight and decided to save it. Got the above and did google searches and mess with my internet sites and all that crud.
Then I took a minute and thought, it's a .html file. Let's try saving it from File > Save As in IE and renaming it. So I did that and named it "test." I then opened test.html with "Open With" in IE from where I saved it and did a couple changes, then I saved it using the "save" feature in the "backstage" shortcut in the upper right. It saved this time. I went and looked in the folder where "test.html" was saved and it saved it how tiddlywiki claimed they name saved files: test.eightnumbers.morenumbers
I closed IE and then opened test.numbers.numbers and it opened and it had kept my changes.
My guess is that the "empty" file that they sent to get started with is not working correctly or maybe you just need to do this anyways.
Hope this helps someone.