Better still would be for the user to choose a directory with the file manager, then *drag* the saved file from the web browser to that directory.
Dragging is the WORST concept ever. I work at a help desk. Do you know how often users lose files by dropping them somewhere accidentally? Do you know how much a of a pain it is to try to locate a dropped file? Worst part of it is that the users don't generally notice that they dropped it in the wrong place until MUCH later - then you get vague requests for help "Well, I was using it last week or maybe the week before. And I think it was called Budget2009 or may be ProposalforNextFY. Or something else. I don't know. Can you help me find it?"
Whoever thought drag and drop into the file system was a good idea had absolutely zip to do with real world users.