Selecionar arquivo do banco de dados e escolher onde salvar

private void btnSalvarPdfActionPerformed(java.awt.event.ActionEvent evt) {                                          
        try{
            int state = jFileChooser2.showSaveDialog(null);
            File file = new File(jFileChooser2.getSelectedFile().toString().concat(".pdf"));

            if(state == JFileChooser.APPROVE_OPTION){
                Connection con = Conexao.obterCon();
                PreparedStatement psmt = con.prepareStatement("SELECT documento FROM proposta WHERE cod_prop=? INTO DUMPFILE ?");
                psmt.setInt(1, Integer.parseInt(txtCodigo.getText()));
                psmt.setString(2, file.getPath());
                psmt.executeQuery();
                con.close();
                JOptionPane.showMessageDialog(null, "Salvo com sucesso");
            }
        }catch (Exception e) {
            JOptionPane.showMessageDialog(null, "Erro ao salvar");
            Logger.getLogger(FormCotacao.class.getName()).log(Level.SEVERE, null, e);
        }

    }