Save String To Client With Open/Save Dialog?

I am using the following code to write the contents of a string (converted to a byte array) to the client in ASP.NET/C#

byte[] data = StrToByteArray(strData);
Response.ClearContent();
Response.AppendHeader("content-length", data.Length.ToString());
Response.ContentType = "text/plain";
Response.AppendHeader("content-Disposition", "attachment;filename=" + fileName);
Response.BinaryWrite(data);
Response.Flush();

fileName is the name of the file ending with the file extension (.pgn). However, the file is saved as a .txt file, ignoring the extension that I am giving it. Would this have to do with the Response.Contenttype = "text/plain"? How can I get the Open/Save dialog to display and save the correct (.pgn) filename?

Also, if filename is a string separated by dashes or spaces, when the Open/Save dialog comes up, the filename is not displayed in its entirety but it is truncated where the first dash (-) or space (or comma) is encountered. How can this be remedied?