What is your purpose of prompting a user with picking a particular file...
The closest you can get from wthin VFP is "GetFile()" where you can give it a default extension of a file you are hoping to find and it brings up a file selection dialog.
lcFileSelected = GetFile( "Txt", "Caption left of combobox selection (but only shows about 16 chars)", "Button Caption", nOptionalButton )
where ex:
nOptionalButton
0 = no extra button at bottom right, just the OK, Cancel (where OK is overridden by the "Button Caption" sample above.
1 = OK, New, Cancel
2 = Ok, None, Cancel
If a value selected, you'll have the file name, otherwise blank.
REVISED ANSWER..
Then what you want is PUTFILE() which allows you to prompt a user a simple message, similar to a "Save to", and allows to put a fully qualified path and file name. Upon return, much like that of doing GETFILE() will return the final path/file name entered by the user. Ex:
lcUserAnswer = PUTFILE( "save where", "C:\program files\myTest.txt" )
now you can do whatever with the "lcUserAnswer" variable...