saving a file on to the client machine from web server

Hi,

I am loading and rendering a report using reporting services on the web server. After that I would like to save the file on to the client machine. I created a folder and shared it with full permissions to every one. But when i try to save the file on to the shared folder, i get the error "Unable to access the path". How can i save a file on to shared path or shared drive from web server?
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