The default setting for converting PDF files to Excel opens the converted file so that you can save it to whichever folder you want to on your computer. You can, however, bypass this step and save to a selected folder upon conversion, instead of saving the output file.
You need to first select the "Excel File" conversion format on the Convert tab..
Then, when you click the "Convert Document" button, a Windows dialog will show up, allowing you to select the folder in which you want to write the document to.