savefileDialog for WPF windows application

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C#

WPF

In My WPF Application,

I am using savefiledialog when button1.click like below code.

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 

Nullable<bool> result = dlg.ShowDialog();

if (result == true)
{
   string filename = dlg.FileName;
}

With out any error its Running, but its not saving to the system.
here i am using windows server 2008 r2 Enterprise edition 64bit operating system and vs2010.
can you please tell me any thing wrong here.