Documents wont save directly back to library they want to install locally instead

Hi

When users open a document from any of our document libraries, when they click save or save as, it wants to install the document local, rather than back to the site where it was opened. So they have to save the file locally, then upload into the library manually.

Any idea how to change it?

Most machines are windows 7 32bit with office 2010 32bit.