On the toolbar at the top of your SharePoint site, click the SkyDrive link.
On the SkyDrive page, on the Quick Launch bar, select the library that you want to use for saving files.
Connecting a SharePoint Site to Office.
Open the Office file that you want to save (in this example, a Microsoft Excel worksheet) and then, on the ribbon, click the File tab to display the Backstage view.
Click the Save As tab.
In the Save As section, click Computer.
Click Browse.
In the Save As dialog box, in the Navigation pane on the left, select the SharePoint Sites folder.
Double-click My Site.
Double-click Documents.
Select the location to which you want to save the file.
Type a name for the file.
Click Save.