Also watch out for this:
if the file already exists then the command Open to write won't work
http://forum.thegamecreators.com/?m=forum_view&t=131280&b=1
Also watch out for this:
http://forum.thegamecreators.com/?m=forum_view&t=192056&b=7
make file followed by open to write (same issue essentially)
Check out IanM's plugins if you go further, but I found this to be my problem. If you post up your code here I'm sure some of us would check it out. (PS hope it's not UAC because, though I hate it, most people have it on...that would pose a huge issue with many games).