I am generating an excel file by getting the data from the database. When I run the file from the browser, it gives me option to open/save the file.

I want this file to be saved to a particular location. and the above Open/Save message should not be appearing.

Can somebody help me out PLEASE ...

You can't.

The browser don't allow you to do something like silently download a file, except if the user configured it's browser to do so.
There is no way you can force it from a site.