I haven't tried the Surface RT specifically, but assuming it's the same or similar to the Windows 8 / Office 13 preview, the flow he clicked on looks like he was trying to save something to his Microsoft acct / skydrive (which is actually much better integrated into the File menu than it used to be), but I can imagine it is way overwhelming compared to the old-school save dialog...
Has anyone else tried the SRT? This post alone is enough to scare me away.