i dont have photopaint either, but i do have paint shop pro from corel, so maybe that's close enough.
i open FF in psp by going to my menu in the effects menu and picking filter forge from one of my plugin lists. it opens, i pick the filter i want to apply to an image/layer, and down in the lower right hand corner, instead of a save button, it says 'apply'. when i hit that, it closes out FF and applies whatever effect i've chosen to the layer that was active in psp.
so, assuming photopaint works anywhere close to the same way, you shldnt even have a save button when running FF from photopaint. it shld just be an 'apply' button instead. and since that doesnt seem to be the case here, i would think that either photopaint isnt a completely compatible .8bf plugin type or that your install of FF wasnt quite right.
from what you've said so far, it sounds like FF is opening in the stand-alone mode. are you sure you installed it so that it acts as a plugin? you did say you're calling it from photopaint, so, sounds like its partially working and that may indicate a compatibility issue or maybe it's just a file type assignment issue. is photopaint your default program for opening and running .jpgs and other file types?
If wishes were horses... there'd be a whole lot of horse crap to clean up!
Craig