The reason this doesn't already exists is because of the lack of save context.
If you write a file with a streamwriter in ASP.NET, your code is running on the server. Are you expecting to give the user to capability to browse the server's file structure for a save location? If you are expecting to choose a file location on the client's machine they you are no longer in the context of .NET. Then you must instead stream the data back to the user thru the HTTP stream and you have to let the browser deal with the symantics of the "Save As..." dialog box. If you stream back a file type that browser already knows how to handle, it might not force the user to "Save as..." but rather open the file directly up in an associated application (such as a PDF, XLS, DOC, TXT, etc.).
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Peter