ASP havn't native object that stores uploaded files therefore you need to have some ASP script that would parse the data array returned by Request, extract individual file, and save them on hard drive. Also there are some professional COM+ controls that are more reliable and has some advanced features than clear ASP script. 

You can find some professional upload controls at http://www.hotscripts.com/ASP/Scripts_and_Components/File_Manipulation/index.html web site, or if you running ASP.NET code may be you will be interested in our own Upload control. 

Here you can find free ASP script "freeASPUpload.asp" that processes uploaded files. By default script saves files to folder "C:\Uploads". You can modify code in any text editor. 

ASP script has some seriouse disadvantages: 

It can't upload large files (greater than 60 MB) 
Uses memory equal to files size. 

Professional upload controls will save you these troubles. 