Because TiddlyWiki is a single HTML file, you've actually already downloaded the entire software just by viewing this site. If you want to be able to SaveChanges, you can save your own blank TiddlyWiki to your local drive by right clicking on this link to empty.html and selecting 'Save link as...' or 'Save target as...'. You can choose where to save the file, and what to call it (but keep the .HTML extension).