А чего там сложного?

Код AS3:
protected var file:File;
protected var destination:File;
protected function button_clickHandler(event:MouseEvent):void
{
file = File.applicationDirectory.resolvePath("mysnd.mp3");
destination = File.applicationDirectory.resolvePath("mysnd.mp3");
destination.browseForSave("Save As");
destination.addEventListener(Event.SELECT, selectHandler);
}
protected function selectHandler(event:Event):void
{
var dir:File = event.target as File;
file.copyTo((event.target as File), true);
}