That's really quite a simple thing to do.
Path.GetDirectoryName(Assembly.GetCallingAssembly.Location)
gives you the folder that the program was started in.
Then, it's just a matter of adding the folder you want it put in and the file name you want it to be.
Let me show you an excerpt of some code I use in a program.
Dim callingDir as String = Path.GetDirectoryName(Assembly.GetCallingAssembly.Location)
If Not Directory.Exists(callingDir & "\SpellCheck") Then
Directory.CreateDirectory(callingDir & "\SpellCheck")
Dim newDirInfo as New DirectoryInfo(callingDir & "\SpellCheck")
newDirInfo.Attributes = FileAttributes.Hidden
End If
If File.Exists(callingDir & "\SpellCheck\AddedWords.dat" Then
End If