I'm using FileSaveService to write a PNG file to the local filesystem..something like that:

private String[] supportedImageExportExtensions = {"png"};
[...]
   //Save the image using the JNLP FileSaveService
    fileSaveService.saveFileDialog(null, supportedImageExportExtensions, imageInputStream, "name.png");

When the user clicks the 'Export' button first a Security Warning dialog appears, then a File Chooser Dialog appears. Instead of having the "png" extension in the list of file filters(under the filename), there's a 'jnlp filter' option selected