Sorry – there is nothing more I can add. This works.
If you want to save, say, test.sif as a sigfile, you have to use save as, and manually change the name to test.sif before hitting OK.
As I said, this works. If it really does not work for you, please give a full description of what you are doing, including EVERY keystroke, EVERY message, and EVERY thing you see, and send it to email@example.com, marked for my attention.