I think what you are looking for is saveFileDialog...

Something like this maybe.

VB Code:
  1. SaveFileDialog sfn = new SaveFileDialog();
  2.  
  3. sfn.Filter = "PDF Files (*.pdf)|*.PDF| Files (*.txt)|*.TXT";
  4. sfn.CheckFileExists = false;
  5.  
  6. if (sfn.ShowDialog() == DialogResult.OK)
  7. {
  8.      strmOut = new FileStream(sfn.FileName, FileMode.Create);
  9.      try
  10.      {
  11.            do
  12.            {
  13.                    i = strmIn.ReadByte();
  14.                    if (i != -1) strmOut.WriteByte((byte)i);
  15.             } while (i != -1);
  16.      }
  17.      catch (IOException exc)
  18.      {
  19.             Console.WriteLine(exc.Message + "File Error");
  20.      }
  21.      strmIn.Close();
  22.      strmOut.Close();
  23. }