On windows desktop, save as on context menu

Okay, I'm running windows 7. I'm trying to open up a presentation file from office 2010, but I need to convert it first. On my other computer I can simply double click the item or just right click and click on "save as" and save it as a different powerpoint format. This computer doesn't have that "save as" option. I double click on it and all it does is ask me what program to use to open it up. How do I get this "save as" option available on my computer?

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