function GetSaveFileName(const Prompt: String; var FileName: String; const InitialDirectory, Filter, DefaultExtension: String): Boolean;

Displays a dialog box that enables the user to select a new file. Returns True if the user selected a file, False otherwise. The name of the selected file is returned in the FileName string.

An example Filter: 'Text files (*.txt)|*.txt|All files (*.*)|*.*'

var
  Filename: String;
begin
  // Set the initial filename
  Filename := '';
  if GetSaveFileName('', Filename, '',
     'Text Documents (*.txt)|*.txt|All Files|*.*', 'txt') then
  begin
    // Successful; user clicked OK
    // Filename contains the selected filename
  end;
end;