Newbie question on saving files

I'm an IBM PC "convertee" that is having a tough time saving files to the correct path. On an IBM you have a directory structure like this:

/clients/abc/images/

So if I want to save an image I should be able to drill down to the /images/ directory to save it but on my Mac it only allows me to save it to the root directories like Desktop, my name, etc. How can I save it here:

my name/sites/client A/images

????

 

That would be it Easy enough. About the only click I didn't make it seems.

Thanks for the quick answer.