Try

            conexion.ConnectionString = "Provider=Microsoft.Jet.OLEDB.4.0;Data source = C:\temp\Nwind2.MDB"
            conexion.Open()
            Dim line As String = "select distinct p.ProductName,s.CompanyName,c.CategoryName,o.UnitPrice from Products p,Suppliers s,Categories c,OrderDetails o where " _
                                  & " and p.SupplierID=s.SupplierID and p.CategoryID=c.CategoryID and p.ProductID=o.ProductID "
            Dim comando As New OleDbCommand
            comando.CommandType = CommandType.Text
            comando.CommandText = line
            Dim sr As OleDbDataReader = comando.ExecuteReader
            Me.SaveFileDialog1.InitialDirectory = "C:"
            Me.SaveFileDialog1.Filter = "Text Files (*.txt)|*.txt"
            Me.SaveFileDialog1.ShowDialog()
            Dim sw As New IO.StreamWriter(Me.SaveFileDialog1.FileName)
            While sr.Read()
                sw.WriteLine(sr.Item("ProductName") & "#" & sr.Item("UnitPrice"))
            End While

            sw.Close()
        Catch ex As Exception

        End Try