You can't if you are running the Silverlight application from a web page. You could if you run the Silverlight application with the "out of the browser" setting. I tried it this week; however, I refused to convert my browser-based application in an "out of the browser" one.
I am writing a WCF service - a standard .NET library (dll) which will do the job for me. I tried a Silverlight WCF, but it fails as well, for Silverlight does not clearance to write to the file system. Once I am done with my new standard WCF service, I can give you a copy of the dll and source code.
Hugo.