Anyone know what's wrong?

Okay, this isn't necessarily just an icon problem, but it's where I come to this problem the most (when I'm saving icons). For the past couple months, I haven't been able to right click > save as .gif on like any pictures from anywhere. It comes up as 'untitled' for the file name and '.bmp' for save as everytime and that's the only file type choice. So, say I wanted to save an animated icon someone made, I try to right click and save as, but I can't because the only choice is bmp. I was just wondering if anyone knows why and/or how to solve it?

Thanks