There are frequent references here on php builder to sending data directly as an arbitrary mime type. Unfortunately, if the search here is still broken, you might have trouble finding them, and I don't have time this evening to look up the details again, but maybe somebody else will help us in that regard. I think the mime type you want is (mumble-mumble)/octet-stream.
As far as directly on the user's C: drive, that is completely out of your control. The method hinted at above will result in the file-save dialog box being displayed, and there's a method to suggest the filename, but not afaik the full path, in the dialog box. But just think of the security ramifications if you could just force that file to go where you wanted!