How Do I save numbers to an external file?

I'm trying to make a Neural Network and I need to save the weights to a file.

I'm using the following lines just to get the program to write to a file in a Behavior:

%this.file = new FileObject();
	%i = %this.file.OpenForWrite("test.txt");
	echo(%i);
	%this.file.writeline("This is the test file.");
	%this.file.close();

I don't see the file after I execute these lines, echo(%i) reports 1, so the file is being made.

So, the question remains: Am I in fact making a file that is created and destroyed in an instant since I can't find it in the game's directory, or is there something wrong with my code?