MOSS 2010 - Saving files from Office Products Setup

Hey Everyone

I'm really sorry if this question seems obvious or a bit weird, but I am currently trying to figure out what I need to do to enable the option to save directly to SharePoint 2010 from Microsoft Office Products.

When we create a file in Word for example and then go to Save As we do not see anything related to SharePoint.  I know we must have to set something up to see something here, but I am not sure where in SharePoint I should start looking.

After talking with our IT department, I suggested creating a network shortcut to our sitem which the user could click on and navigate, but they are reluctatnt and say that SharePoint must have an option to enable this, which I must agree with.

In our old version of SharePoint (2007) we used to have an option to save directly to our MySite and one to the root (home) site of our SharePoint, which we then created personal shortcuts to the most used sites.  As our IT department no longer has any of the original staff, is this something they would have likely setup or is there something in SharePoint Central Admin or server side, that we need to setup to enable our staff to save direclty, instead of saving locally and uploading later?

Any help would be grealty appreciated!

System Specs: We are running a 3 server setup (Web, Index and Database) 64 bit systems with Windows 2008 (sp1)

As Far as I am aware we are running SharePoint 2010 (SP1) it seems most system are - 14.0.6029.1000

which I have compared to this information : http://www.sharepointdesignerstepbystep.com/blog/SitePages/SharePoint%20versions.aspx

Regards

Ryan