Multiple types in a SaveFileDialog filter

FilterIndex ... DefaultExt is used just during a save. An index is 1-based so if you want to choose the 2nd option then:

dlg.FilterIndex = 2;

Remove the spaces after the file type:

dlg.Filter = "Bitmap Image (.bmp)|*.bmp|Gif Image (.gif)|*.gif|JPEG Image (.jpeg)|*.jpeg|Png Image (.png)|*.png|Tiff Image (.tiff)|*.tiff|Wmf Image (.wmf)|*.wmf";