When exporting a photo, I don't get the correct dialog box

When I export a version of a photo to my desktop, I no longer the dialog box, where I could choose the type of export, i.e., JPEG, PSD, TIFF, etc. Now my drop down menu is a box with my desktop on it with a button that reads Export. The only files I seem to be able to Export are TIFF files. Does anyone know what happened to the old dialog box? Did I hit some button that changed everything to a new dialog box? Thanks.