Here is a simple example of how to use the native SaveFileDialog in WPF:

var sfd = new SaveFileDialog
   Filter = "PDF Documents|*.pdf",
   DefaultExt = ".pdf",
   FileName = "converted.pdf"

 // Show save file dialog box
var result = sfd.ShowDialog();

// Get the location of the file
if (result != true) return;
var fileName = sfd.FileName;

Have a look at my other post about how to keep a dialog on top of another view.