Saving Data from DataGrid/DataSet table to Excel File

Hi I am working on a Desktop Application where I have some Data in a DataSet Table and I am showing this data in a DataGrid. On the DataGrid form window I want to include a Button to Save the Data Displayed in Datagrid(or in other words Data present in DataSet Table) to an Excel File anywhere on the System using SaveFileDialog box. Can anyone please suggest the right approach to do this.. Thanks in Advance. Regards, Ankur