When creating a model and saving it to a new file, the model is not actually saved on the first attempt. Trying to save it a second time will actually save it. I have seen this problem on Mac OS X, but not on Linux.
A fix has been checked into CVS. We now use the native file selection dialog on Mac OS X. One minor detail of this is that we no longer add the file name extension to the file name automatically on Mac OS X.