It looks like you are trying to write to a file location on your web server. The error is self evident (you don't have access to that location). However, fixing it can be tricky. If you are trying to save this file from a web application, you need to make sure that the account that is running your application pool has rights to that location on the disk. However, this may not be what you are looking for. If you want to save the file to the client's machine, this isn't how to do it. You would want to send the file to the client, not have the server save the file to disk. If that is the case, let me know and I can give you some example code (just tell me what language).
If you are trying to save files on the server, you will need to make sure the permissions are set properly. Here is a great Stack Overflow question/answer that will help you out in this area (it even has pictures):
http://stackoverflow.com/questions/5437723/iis-apppoolidentity-and-file-system-write-access-permissions[
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