VB Code:
  1. Dim FilePath As String = strFileName
  2.         Dim TargetFile As New System.IO.FileInfo(FilePath)
  3.  
  4.         ' clear the current output content from the buffer
  5.         Response.Clear()
  6.         ' add the header that specifies the default filename for the Download/
  7.         ' SaveAs dialog
  8.         Response.AddHeader("Content-Disposition", "attachment; filename=" + _
  9.             TargetFile.Name)
  10.         ' add the header that specifies the file size, so that the browser
  11.         ' can show the download progress
  12.         Response.AddHeader("Content-Length", TargetFile.Length.ToString())
  13.         ' specify that the response is a stream that cannot be read by the
  14.         ' client and must be downloaded
  15.         Response.ContentType = "application/octet-stream"
  16.         ' send the file stream to the client
  17.         Response.WriteFile(TargetFile.FullName)
  18.         ' stop the execution of this page
  19.         Response.End()

You cannot specify where this will get saved, it is at the discretion of the user.