Avanatsia, vengo in tuo aiuto.

Anchio ho avuto la tua stessa difficoltà, ma infine una soluzione l'ho trovata.

Ecco qua il codice su come salvare una immagine

Private Sub Button2_Click(ByVal sender As System.Object, _
ByVal e As System.EventArgs) Handles Button2.Click
' Displays a SaveFileDialog so the user can save the Image
' assigned to Button2.
Dim saveFileDialog1 As New SaveFileDialog()
saveFileDialog1.Filter = "JPeg Image|*.jpg|Bitmap Image|*.bmp|Gif Image|*.gif"
saveFileDialog1.Title = "Save an Image File"
saveFileDialog1.ShowDialog()

' If the file name is not an empty string open it for saving.
If saveFileDialog1.FileName <> "" Then
' Saves the Image via a FileStream created by the OpenFile method.
Dim fs As System.IO.FileStream = Ctype _
(saveFileDialog1.OpenFile(), System.IO.FileStream)
' Saves the Image in the appropriate ImageFormat based upon the
' file type selected in the dialog box.
' NOTE that the FilterIndex property is one-based.
Select Case saveFileDialog1.FilterIndex
Case 1
Me.button2.Image.Save(fs, _
System.Drawing.Imaging.ImageFormat.Jpeg)

Case 2
Me.button2.Image.Save(fs, _
System.Drawing.Imaging.ImageFormat.Bmp)

Case 3
Me.button2.Image.Save(fs, _
System.Drawing.Imaging.ImageFormat.Gif)
End Select

fs.Close()
End If

CIao!