Display Windows File Copy Dialog when copying from a Memorystream?

My application will be writing files to the disk from a MemoryStream. Instead of creating my own progress dialogs, I would love to use existing windows functionality e.g. SHFileOperation Win32 API that shows the standard file copy dialog box with animation and progress bar. However, this particular API requires that a path to the source file be specified. Is it possible to somehow use a MemoryStream with this API or is there another API that I can use?