Murray - if you can't do it any other way, just let Notepad save it as (e.g.) blah.txt, then go into the folder in Windows Explorer and click on the filename to change it to blah.html (where blah is your filename). (Or right-click on the file and select "Rename" option from the popup menu).

It may display a popup alert saying something like "changing the file type may stop it working - proceed anyway?" or some such message - just say OK (or whatever) to proceed anyway.

Then you will be able to open it in your browser.