private var request:URLRequest;  
private var localRef:FileReference;  
  
protected function buttonClick():void  
{  
    request = new URLRequest("soundbyte.mp3");  
    localRef = new FileReference();    
  
    try  
    {  
        // Prompt and downlod file  
        localRef.download( request );  
    }  
    catch (error:Error)  
    {  
        trace("Unable to download file.");  
    }  
}

Here's a simple example of how a user can download their file to their desktop

AS3: Download a File to the Desktop

ActionScript 3