[victor94]

Gracias , justo lo termine hace unas horas hice algo similar a lo que comentas dejo aquí mi solución.
Gracias por su ayuda.

SELECT lifnr name1 land1 ort01 ort02 adrnr
FROM lfa1
INTO TABLE gt_data.
DATA: p_path_file TYPE string.
DATA : lv_lineas TYPE i,
ms TYPE string,
num TYPE string.
CLEAR lv_lineas.
DESCRIBE TABLE gt_data
LINES lv_lineas.
num = lv_lineas.
CONCATENATE 'Lista_Proveedores' num INTO ms.
DATA: gd_path TYPE string.

CALL METHOD cl_gui_frontend_services=>directory_browse
EXPORTING
window_title = 'File Directory'
initial_folder = 'C:'
CHANGING
selected_folder = gd_path.

CALL METHOD cl_gui_cfw=>flush.

CONCATENATE gd_path '\' ms '.TXT' INTO mc_file.
p_path_file = mc_file.

CALL FUNCTION 'GUI_DOWNLOAD'
EXPORTING
filename = p_path_file
write_field_separator = ','
TABLES
data_tab = gt_data.