You woudl not submit to your own machine. You can add a button to save the data locally. Put a normal button on the form. In the click event add this javascript code:
xfa.host.exportData("", false)
This will bring a dialog up and allow the user to choose the location and filename of the data file. If you do not pass parameters then the default extension of XDP will be used. By passing the false param then you are asking for a file extension of XML. In either case you are saving xml data it is just the extension that will change.