SaveFileDialog saveRegFile = new SaveFileDialog();
saveRegFile.AddExtension = true;
//saveRegFile.InitialDirectory = Application.StartupPath;
saveRegFile.Filter = "reg files (*.reg)|*.reg|txt files (*.txt)|*.txt";
saveRegFile.FilterIndex = 0;
saveRegFile.RestoreDirectory = true;
saveRegFile.Title = "保存文件"; 
if (saveRegFile.ShowDialog() == DialogResult.OK)
{ 
    string fileName = saveRegFile.FileName; 
    using (File.Open(fileName, FileMode.Create)) 
    { 
    }
}

在VS2003和VS2005下测试得到同样的结果。解决的办法就比较简单了，判断扩展名是否正确然后修正字符串。