Saving an Image in VB.NET - vb.net

Question

I have a little code for saving an image from an URL in VB.NET but im not finding the location where it saves the image, i added a location string but i dont know how to use it in the code.
How do i change the location whre my code saves the image ( Imports System.Drawing
Public Class Form1)
Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
End Sub
Private Sub Button1_Click(sender As Object, e As EventArgs) Handles Button1.Click
Dim MyImage As System.Drawing.Image
Dim URL As String = TextBox1.Text
Dim FileName As String, URLpieces As String()
Dim location As String = "C:/SaveIMGURL/"
URLpieces = Split(URL, "/")
FileName = URLpieces.GetValue(UBound(URLpieces))
MyImage = GetImage(URL)
MyImage.Save(FileName)
MyImage = Nothing
End Sub
Function GetImage(ByVal URL As String) As System.Drawing.Image
Dim Request As System.Net.HttpWebRequest
Dim Response As System.Net.HttpWebResponse
Request = System.Net.WebRequest.Create(URL)
Response = CType(Request.GetResponse, System.Net.WebResponse)
If Request.HaveResponse Then
If Response.StatusCode = Net.HttpStatusCode.OK Then
GetImage = System.Drawing.Image.FromStream(Response.GetResponseStream)
End If
End If
Try
Catch e As System.Net.WebException
MsgBox("A web exception has occured [" & URL & "]." & vbCrLf & " System returned: " & e.Message, MsgBoxStyle.Exclamation, "Error!")
Exit Try
Catch e As System.Net.ProtocolViolationException
MsgBox("A protocol violation has occured [" & URL & "]." & vbCrLf & " System returned: " & e.Message, MsgBoxStyle.Exclamation, "Error!")
Exit Try
Catch e As System.Net.Sockets.SocketException
MsgBox("Socket error [" & URL & "]." & vbCrLf & " System returned: " & e.Message, MsgBoxStyle.Exclamation, "Error!")
Exit Try
Catch e As System.IO.EndOfStreamException
MsgBox("An IO stream exception has occured. System returned: " & e.Message, MsgBoxStyle.Exclamation, "Error!")
Exit Try
Finally
End Try
End Function
End Class