when outputting your PDF file, you can set:
Code:
Response.AddHeader("Content-Disposition", "attachment;filename="+_filename+".pdf");
where the filename var is the string you wish to save the PDF as. Please note that changing "attachment" to inline will try to open the PDF in the browser, rather than giving a Save As prompt, but I have experienced problems with this, so I stick to using attachment (as it will always use the filename you set it to, whereas inline seems to behave differently from browser to browser)
hope this helps!