This was the solution found by me:
private void guardarImagemDiscoDoPreviewButton_Click(object sender, RoutedEventArgs e)
{
    //Save As Dialog ...
    Microsoft.Win32.SaveFileDialog dlg = new Microsoft.Win32.SaveFileDialog();
    dlg.FileName = "imagem";
    dlg.DefaultExt = ".jpg";
    dlg.Filter = "Imagem JPEG|*.jpg";
    Nullable<bool> result = dlg.ShowDialog();
    //Converter source da imagem num byte array
    byte[] ImageData = getJPGFromImageControl(previewImage.Source as BitmapImage);
    //Gravar a imagem no disco
    using (Image image = Image.FromStream(new MemoryStream(ImageData)))
    {
        image.Save(dlg.FileName, ImageFormat.Jpeg);  // Ou Png ...
    }
}
public byte[] getJPGFromImageControl(BitmapImage imageC)
{
    MemoryStream memStream = new MemoryStream();
    JpegBitmapEncoder encoder = new JpegBitmapEncoder();
    encoder.Frames.Add(BitmapFrame.Create(imageC));
    encoder.Save(memStream);
    return memStream.ToArray();
}
In this case the Image control has the name foresight.