Save data on disc

I dont know if it can be done so I hope anyone here knows if it can be done. The thingy I wanna try is the following:

Make a flashmovie with inputtext fields and export it as an .exe, then allow the user to save the input on disc. Is it also possible to let the user browse through the directory so he/she can choose where the data is saved?

Can it be done? What other programs/programming languages besides flash do I need? How can it be done? Where do I start?

Thanx in advanced.