Is your problem specific to PDF files or are you unable to save any file from your browser at all?

I'm asking because I once screwed up my download directory (don't remember how, but I was neither able to download files any more nor to change the directory to some other place on the file system).

I finally got it working again by editing the config file (of the n900's default browser, that is) at:
/home/user/.browser

HTH