The cCustomText works but it's not the title of the dialog but a label for the file name box.
Check Re: Keep filename case / PutFile Message #1417275 for more robust dialog ActiveX)

oDlg = Createobject("PutFileEx")
oDlg.oCdc.DialogTitle = "Save as the first file"
? oDlg.PutFile()

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>I have to create two text files and when I finish I save them in a specific folder.
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>That's not a problem.
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>Now I have to let user save them where he wishes with the name he desires
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>That's is not the problem.
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>The problem is I want him to know what is saving
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>I use a file name he can change and I'd like to show a title "Save first file as...", "Save second file as..."
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>VFP help says:
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>PUTFILE([cCustomText] [, cFileName] [, cFileExtensions])
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>CfileName works.
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>CfileExtensions works.
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>I need "cCustom Text" works!!!!
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>There are two reasons:
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>One: it has to work...
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>Two: "Save as..." (default title) is not what I want to appear.
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>"Guardar primer archivo como..." (Spanish, not English)
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>