How to save data grid`s data in a disk

Here is what you can do

DataTable dataTable = new DataTable();
dataTable.Load(reader);// replace reader with your data reader instance.
dataTable.WriteXml("fileName");

Thanks,but my problem hasn`t solved until now.
what should i write instead of filename?the path that i want to save the data of this data grid in?or some thing else?
That is what i do:

DataTable dt = new DataTable();
dt.Load(dr1);
dt.WriteXml("E:");

it doesn`t work ,it doesn`t have any error but after i run the project,it says access to the path 'E:\ is denied.
if i write dt.WriteXml("E:\aname"),it says illegal characters in path after running.
I don`t know what to do,please help me,it is really important for me.
Thanks a lot

Thanks a lot,but as i said i use data reader for loading data from data base,not data set or data table.what can i do in this way?

export it to EXCEL or PDF
use the folling code in a certain event such as a btn to export grid view
just copy and paste (change the gridview name)

GridView1.ExportSettings.IgnorePaging = true;
GridView1.ExportSettings.OpenInNewWindow = true;
GridView1.MasterTableView.ExportToExcel();

it better to store the grid data into either excel file, pdf and word file.