Saving using PDM

Hi I've recently stated using PDM works, I have just created the first model and saved it (assuming it would save it in the vault) only to find no option to 'save to vault' What I had to do was save the model to my desktop then check it into the vault... I have used PDM software before but is this how solidworks PDM works? Do I just save it locally then check it in? Im struggling to understand the logic if it is.

Im using Windows Vista 64 and the Vault is on my server computer.

A quick response would be appreciated.

SolidworksWorkgroup Pdm