Thanks everyone.

you can disable flag for now...
opera://flags/#show-save-file-dialog-on-risky-download

Thanks!
What do you mean by "for now..."

It only seems to happen with .exe files

Hello,

How do I disable the save as prompt when I download something from Opera. I have disabled the "Ask where to save each file before downloading" option in settings.

Image Here: http://oi66.tinypic.com/sgh8wi.jpg