try this
//creating directory
File root = new File(Environment.getExternalStorageDirectory()
+ File.separator + "myDir" + File.separator);
root.mkdirs();
directoryCreated = new File(root, "filename");
//saving file
FileOutputStream out = new FileOutputStream(directoryCreated);
bm.compress(Bitmap.CompressFormat.JPEG, 100, out);
bm.recycle();