Specify save location

Hi all!
I’m trying to make a Update Page in Flash, that uses ASP to update or create an XML file.
I would like the user to be able to specify where he/she would like to save the (edited) XML file. Just like when you install a program and the installer asks you where you want the program to be installed, that’s how I want to be able to specify a location. Is this possible without too much trouble?