Never mind I found it. "uiputfile" For those Interested you can use uiputfile to open a dialog box to set a path and filename for a file to be saved to. Here is what I used:
%Open dialog box
[FileName,PathName] = uiputfile;
%After navigating to the directory I wa looking for, I assign the %file name for saving as:
fname = fullfile(PathName,FileName);
%After the above I happen to write the data to an Excel file which I created and saved as fname.