We need more information. Finale version? OS?

What happens when you "save as..."? Anything at all? Have you restarted the computer?

I am using Finale 2010.  When I use “save as”, it does save.  It shows “untitled”.

Normally, when you do a Save As..., you get a screen that allows you to rename the file, as well as decide where you want to save it. Do you not get that screen? 

I get to the screen to enter the title, to rename the file.

And are you changing the title, and/or the save location?

Title is being added for the first time. New song.

What am I missing? With some apps, that's how Save As works. For example, .mus files from versions of Finale prior to 2014 generate Untitled upon Save in 2014 and later.

Since you haven't told us the MacOS, I have no idea if there's anything you can do about this other than edit the title.

So this is the first time you are saving? If so, don’t use Save As... That’s for saving an already saved document under another name. The first time, just use Save. Give it a name, and a location: MySong.mus, saved to the MySong folder. While you’re working on it, keep hitting Save to save your work.

Then, if you want to make some changes, but keep the original, SaveAs..., and call it MySong2. You can make your changes, and just hit Save as you’re working.

Is that more clear?