Save xml file produced by views data export module to a different location
You will not be able to save anything automatically expecially to a particular path

Some browsers allow you to remember the action (Save/ Open) for each file type. If the user had chosen to "Remember my Answer", then the browser saves the file automatically. You can not force a similar it on all users using your site.

Regarding the path, it again depends on the browser config. If the user had configured a download directory, some browsers save the file in the download folder by default. Else will ask the user to select the path showing the last saved path. 

If browsers allowed websites to save files directly to d:\ on your machine without your consent at the click of a button, your machine would have been full of stuff that you never intended to download!!!!