Because of the relationships between files in SolidWorks saving a copy of a file can be an adventure for some, and an act of faith for others. This is another case of SolidWorks doing exactly what you tell it to do, not what you want it to do. With just a little bit of practice and understanding you can master your references and start copying files in no time. Stefanie wrote up a great little exercise that will guide you through the differences between Save, Save As, and Save As Copy. Use this link to download the instructions.
Download it and give it whirl it shouldn't take you more than 10 minutes or so. To learn even more about file referencing in SolidWorks she'll be teaching the File Management course in October. Check out the schedule and register here.