I'm running Vue 7 Infinite on Vista 64bit Ultimate - and usually it's working without problems.
Reading your post, i gave it a try, to simulate your problem.

And i really succeeded - i've noticed, too, that there is no saving of the render possible after choosing "save picture" - in a certain case ...

Usually working with Vue 7 i DON'T run into this problem.
Because when i start on a new image or just playing around to maybe find something interesting which could be worth to keep as a base for a new image, i don't save it and i don't use full render, just previews, as long as i don't think it's worth while to do so.
Everything else wihout a result i just erase and start on something new.

Now, what i did, i just used the base atmo settings on a fresh scene, threw a sphere in and then set it to render in at least "Final" render quality settings (it doesn't matter, what your scene looks like or what objects it includes) and here i'm with the same problem - i CAN'T save the rendered image !!??

There was a simple solution to this - i just had to save the scene - not the render - at least once and i was able to save the rendered image without problems !
You don't even have to re-render the image - just after the first final render, i closed the finished image window, saved the scene to harddisk and just hit the "F8" key to recall the last render and chose "save picture" and the saving browser appeared rightaway ...

I don't know, if this is related to Vista only, but it happens to me on my Vista 64bit Ultimate, too. Can't speak here for someone using Windows XP or just 32bit version of those operating systems.
But it seems to me more related to the new Vue 7 versions, because running Vue 6 Infinite, i have no problems, to save a fully rendered image rightaway, even if it's scene isn't saved at least ones like needed right now in Vue 7 ...
This should be no problem to be fixed by the Vue 7 programmers team, since they've got it working in Vue 6 - so why not in Vue 7, too ....  ;-) ....

Hope this might be helpful in your case ... i believe, that most of the Vue 7 users never run into this problem, because usually the users only save their rendered images after the scene setting is finished - and they have at least saved the scene a few times, to make sure, not to loose any good progress ...