I am generating a string, which right after generating I want to display a save dialog to allow this to be saved to the user\'s local machine. I don\'t want to save it to a file
You cannot show SaveFileDialog in the asp.net code because it is executed on the server side. You can send that generated string to user's browser with HTTP headers indicating that this is an attachment.
You need to set certain headers to raise a file dialog box on the client. I think this is what you mean.
See here:
http://support.microsoft.com/kb/260519