Print to PDF within Acrobat - not prompted for new file name / path

I am trying to print to PDF from within Acrobat in order to combine multiple pages onto one sheet (i.e. under page scaling > multiple pages per sheet). 

When I hit print the distiller opens but I am never prompted to choose the file name or location for the new file.  I don't know if it's actually printing to PDF (i.e. and maybe saving the file in some obscure location on my computer?) or not.

Thanks in advance if anyone has any advice.

Sal