Problem downloading a file and saving using a SaveFileDialog!!

Hi
I am new to programming. I am trying to download contents from a datatable on to a txt file and also I am trying to save the file using the SaveFileDialog. I am getting errors. The following is the code

Code:

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Protected Sub ThreadMethod()


        exportToFile(RadioButtonListDelimiter.SelectedValue)

        'Set the Save dialog properties

    End Sub



    Protected Sub exportToFile(ByVal delimiter As String)


        'CREATING A FILE - Open or Create the file

        Dim dt As DataTable
        Dim selectedItems As ArrayList
        Dim sb As New StringBuilder()
        Dim delim As String = delimiter

        If Session("selectedItems") Is Nothing Then
            selectedItems = New ArrayList
        Else
            selectedItems = CType(Session("selectedItems"), ArrayList)
        End If
       
        'get the store codes from the radgrid into an array list
        For Each item As GridItem In RadGrid3.MasterTableView.Items
            If TypeOf item Is GridDataItem Then
                Dim dataItem As GridDataItem = CType(item, GridDataItem)
                Dim id As String = dataItem.OwnerTableView.DataKeyValues(dataItem.ItemIndex)("Store Code").ToString()
                selectedItems.Add(id)
            End If
        Next
        'iterate the arraylist to get the corresponding store information
        For m = 0 To selectedItems.Count - 1
            dt = (FileManager.GetParentCompanyStoreSearchExportFile(selectedItems(m).ToString))

            If m = 0 Then
                For i As Integer = 0 To dt.Columns.Count - 1
                    sb.Append(dt.Columns(i).ColumnName + delimiter)
                Next
            End If
            sb.Append(Environment.NewLine)

            For j As Integer = 0 To dt.Rows.Count - 1
                For k As Integer = 0 To dt.Columns.Count - 1
                    sb.Append(dt.Rows(j)(k).ToString() + delimiter)
                Next
            Next
        Next
        sb.Append(Environment.NewLine)

        Response.Clear()
        Response.ContentType = "text/plain"
        Response.AddHeader("content-disposition", "attachment;filename=PCSInfoFile.txt")
        Response.Write(sb.ToString())


        Dim objSaveFileDialog As New Windows.Forms.SaveFileDialog

        With objSaveFileDialog
            '.InitialDirectory = "C:\Documents and Settings\crodnavar\My Documents\Downloads"
            .DefaultExt = "txt"
            .FileName = "PCSInfoFile.txt"
            .Filter = "Text files (*.txt)|*.txt|All files (*.*)|*.*"
            .FilterIndex = 1
            .OverwritePrompt = True
            .Title = "Export File to"
        End With


        'Show the Save dialog and if the user clicks the Save button,
        'save the file


        If objSaveFileDialog.ShowDialog() = Windows.Forms.DialogResult.OK Then

            Dim FilePath As String

            FilePath = System.IO.Path.Combine(My.Computer.FileSystem.SpecialDirectories.MyDocuments, objSaveFileDialog.FileName)
            'Replace the contents of the file
            My.Computer.FileSystem.WriteAllText(FilePath, "C:\Documents and Settings\crodnavar\My Documents\Downloads\PCSInfoFile.txt", True)

            Response.Flush()
            Response.End()
            'MsgBox("Please Search for a store to be exported.", MsgBoxStyle.Exclamation, "Alert")
            'Else

        End If
        'Try

        'Catch fileException As Exception
        '    Throw fileException
        '    'Cleanup()
        '    objSaveFileDialog.Dispose()
        '    objSaveFileDialog = Nothing
        'End Try
    End Sub

    Protected Sub BtnOk_Click(ByVal sender As Object, ByVal e As System.EventArgs) Handles BtnOk.Click
        RadGrid3.Visible = True

        ExportDelimiterDiv.Visible = False
        ExportDelimiterDiv.Style.Add("display", "none")

        Dim newThread As Thread = New Thread(New ThreadStart(AddressOf ThreadMethod))
        newThread.ApartmentState = ApartmentState.STA
        newThread.Start()
        '
    End Sub

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I am getting error as Null reference at the response.clear(). Not sure why that is happening. Please Help.