code for saving file from Internet Explore

Hi

I have the below code which opens a web page, enter log in details, clicks a button 'Export to Excel'. Till here the codes works fine, now I want just a line to save the file in C drive.

Sub Web_Top_Login1()

Dim IE As Object
'Private Declare Function FindWindow Lib "user32" Alias "FindWindowA" _
'(ByVal lpClassName As String, ByVal lpWindowName As String) As Long
'Dim sFName

Set myIE = CreateObject("InternetExplorer.Application")
 myIE.Visible = True
   With myIE
.Navigate "http://test.com" ' Actual site name is changed due to security reason

    Do While .Busy: DoEvents: Loop
    Do While .readyState <> 4: DoEvents: Loop
    .Visible = True    
    With .Document.forms("ReportsSearch_0")
    .date_date.Value = "11-May-2011"
    .ReportsSearch_Button_0.Click   
   Do While myIE.Busy: DoEvents: Loop
    'Click 'Export to Excel
    myIE.Document.forms("ReportsSearch_0").ReportsSearch_Button_4.Click
   
   End With
End With
End Sub

the above codes works fine for me. but after the click, i get a dialogue box saying
"File Download - Security Warning "Do you want to save this file, or find a program only to open it?"

I need a code to click save and the file has to be saved in C:/MyDocuments folder

Can you guys help me...