If I understand your post correctly I have just tested this on my system (7.5.6 Build 99) and it works as expected.

I did the following:
1) Opened one of the sample logs included in the base installation
2) Change to dash page B and deleted some frames (highlighted and pressed CTRL+DEL)
3) Choose the 'Save As' option and renamed the log file

No issues at all.

I have seen the symptom you see with the duplicate windows (that don't exist). They are typically the splash screens where the icon has not been removed (for some reason). If you close them the complete application closes (which is what you describe).

I trust you have tried the Microsoft 101 recommended solution to all problems, rebooting?

Can you also please confirm the version of your software (from the 'Help-About' menu)?

Cheers,