Xebium uses webdriver which does not operate directly with the operating system at all, the pop up is most probable a OS (windows) dialog?
What is an option (i know it used to be possible with firefox in the past) is suppress the dialog by auto accepting the download and file location when saving a file, so you do not get the dialog.
If you want to use only the selenium commands and it is not an OS dialog, but just a pop up in your browser, using javascript in your selenium commands is the most common solution.
I'm sorry I don't have any recent experience with web testing/Xebium, hope this is of help.
Cirilo