There's really no reason for Keyshot to keep trucking along when you're in a system menu trying to navigate to where to save the file, because every time you open up keyshot again, it thinks you want to save back into the keyshot 9 renders folder instead of the last place this particular file saved to.
Please have it pause rendering automatically when doing actions that make it so you can't hit the pause button....like system menus. Then it can automatically resume calculating frames once you exit that.