Add new lines

[Saket]

Yes you are right, The error is in the third line. You can put both commands(click and set)together.
You will have to first set the path to the windedit box,
There must be an edit box at dialog for file name, look for it and it to the Object repository.
then fisrt set the path to this edit box and click on save button.
It should be like

Code:

Dialog("File Download").Dialog("Save As").WinEdit("FileName").Set "C:\abc"
Dialog("File Download").Dialog("Save As").WinButton("Save").Click
Dialog("Download complete").WinButton("Close").Click

btw I cant find your snapshot here.
also please refer My Code to make your post more readable.