Both answers thus far link to the Silverlight SaveFileDialogclass; the WPF variant is quite a bit different and differing namespace.

Microsoft.Win32.SaveFileDialog dlg = new Microsoft.Win32.SaveFileDialog();
dlg.FileName = "Document"; // Default file name
dlg.DefaultExt = ".text"; // Default file extension
dlg.Filter = "Text documents (.txt)|*.txt"; // Filter files by extension

// Show save file dialog box
Nullable<bool> result = dlg.ShowDialog();

// Process save file dialog box results
if (result == true)
{
    // Save document
    string filename = dlg.FileName;
}