Hi Richard,
How does the webserver have access to the user's desktop to copy the files?
Generally if you want to give the user a way to "get a file to a location", you host it out of the webserver and give them a link to it - when they click they should get the browser option to save/open.
So if you have a rar/zip backup file, you would put that somewhere under the webserver "web" folder, then build a url to that location, put the url on the NetWebForm (or whatever proc you are building), and they click + download.
If you go deeper, you would build a button + progress bar interface (where the progress bar turns into a link to download).
There should be examples that do this.