Selenium does not recognize Windows-based components and therefore will not interact with the Save As dialogs. To do this, you need to use a third-party tool that will handle these dialog boxes. I would suggest using AutoIt. Its a free scripting tool and will handle all dialog boxes. For more information, visit http://qtp-help.blogspot.com/2009/07/selenium-handle-dialogs.html
Let me know if you are looking for something else.
Regards,
Vamyip