You can't give client side folder permission from server side. if it is can be done, you will giving control to someone in the internet to access/delete/run file in your computer!
you can try with one of client side scripting language but it is again depend on the browser settings and the user preferences. so you better change your application design to without depending on client side folder or folder location.
check below previous CP question:
how to open save as dialog box in asp.net
and also below tutorial:
Upload and Download files from SQL Server Database in ASP.Net
Note that in above, whether file save dialog showing or not depend on the browser preferences.