The dialog method doesn't support you naming the download file.
The filename will be:
My-Family-dd-Mmm-yyyy-hhmmssttt.ged
Where dd-Mmm-yyyy is the 1- or 2-digit date, Mmm is the month abreviated to 3 letters, and yyyy is the year, hhmmssttt is the time when the .ged file was created (Hour, Minute, Second, Thousandths of a second), Eastern US time.
You, of couse, can rename the file to whatever you'd like after it's been downloaded.
