Here The solution:
I add One Textbox in my Form and "txt_FN", in which I am giving My Backup file name,
And Below code saving that file in D drive
private void btnCreate_Click(object sender, EventArgs e)
{
if (srvSql != null)
{
string ext = ".bak";
saveBackupDialog.Title = "SAVE a Backupfile";
saveBackupDialog.FileName = @"D:\\";
saveBackupDialog.InitialDirectory = @"D:";
Backup bkpDatabase = new Backup();
bkpDatabase.Action = BackupActionType.Database;
bkpDatabase.Database = cmbDatabase.SelectedItem.ToString();
BackupDeviceItem bkpDevice = new BackupDeviceItem(saveBackupDialog.FileName+txt_FN.Text.ToString()+ext, DeviceType.File);
bkpDatabase.Devices.Add(bkpDevice);
bkpDatabase.SqlBackup(srvSql);
MessageBox.Show("BACKUP SAVED SUCCESSFULLY");
}
else
{
MessageBox.Show("A connection to a SQL server was not established.", "Not Connected to Server", MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
}
}