Trying to save folder.jpg for artwork but MP3TAG says a file already exists

I can see the artwork for the tracks on MP3TAG but I need to store the file "folder.jpg" in the directory as well. When I find the artwork and then try to save the file I get a message that the file already exists BUT when I look in windows explorer its not there. It is somehow hidden. Any ideas why the file is not visible?

The files folder.jpg and albumartsmall.jpg are "system files" that have the attributes "rsh" which is read-only, hidden and system.
The default setting for the windows explorer is not to show hidden and system files. You can modify that setting in the explorer menu Extras: Folder options, Tab folder View.