Hi Sergio,
I think the type of solution you are tying to implement would depend on what type of users will be using your ASP.Net application.
If the application will be used by a known set of user, or users in an internet, it would be good to write a VSTO based add-in.
Your ASP.Net application could handle the task of fetching the binary data from SQL Server, and launch it on the client's machine. Then your VSTO add-in can handle the saving part; provided the downloaded document has some meta information
that the add-in could use to identify the documents it is supposed to save, and also for other information like SQL Server path, database name etc.
HTH,
Manvir Singh
http://www.manvirsingh.net/
