Try somethig like this;
string applicationPath = System.Web.HttpContext.Current.Request.ApplicationPath;
applicationPath = System.Web.HttpContext.Current.Server.MapPath(applicationPath);
applicationPath += @"\";
string loadFile = applicationPath + "Word-filename-here.doc";
this.Response.ClearContent();
this.Response.ClearHeaders();
this.Response.ContentType = "application/msword";
this.Response.WriteFile(loadFile);
this.Response.Flush();
this.Response.Close();
GO thr these links also;
http://forums.asp.net/p/978886/1247167.aspx
http://msdn.microsoft.com/en-us/library/ms535263(VS.85).aspx
http://www.vbforums.com/showthread.php?t=527848
http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=2638756&SiteID=1
http://www.velocityreviews.com/forums/t121503-save-file-dialog.html
Best Luck!!!!!!!!!!!!!!!!!!!!!
Sujit.