Why FileWriter doesn't create a new file?

Consider the following code:

 m_Writer = new PrintWriter(new FileWriter("LoginHistory.dat")); 
 m_Writer.println(Integer.toString(s_NumOfLogins)); 
 m_Writer.println(m_LoginHistoryStr);
 m_Writer.close();   

Any ideas why I don't find any file called LoginHistory.dat?
Thanks

Update: I've just found that I get an exception after line:

m_Writer = new PrintWriter(new FileWriter("LoginHistory.dat"));

and its details are:
Any ideas what is the real problem?

Listening for transport dt_shmem at address: tomcat_shared_memory_id
27/05/2012 15:52:17 org.apache.catalina.startup.HostConfig checkResources
INFO: Undeploying context [/SignInAndGetIp]
27/05/2012 15:52:17 org.apache.catalina.startup.HostConfig deployDescriptor
INFO: Deploying configuration descriptor SignInAndGetIp.xml from C:\Users\user\.netbeans\7.1.2\apache-tomcat-7.0.22.0_base\conf\Catalina\localhost
27/05/2012 15:52:17 org.apache.catalina.util.LifecycleBase start
INFO: The start() method was called on component [StandardEngine[Catalina].StandardHost[localhost].StandardContext[/SignInAndGetIp]] after start() had already been called. The second call will be ignored.
java.io.FileNotFoundException: LoginHistory.dat (‏‏Access denied)
    at java.io.FileOutputStream.open(Native Method)
    at java.io.FileOutputStream.<init>(FileOutputStream.java:179)
    at java.io.FileOutputStream.<init>(FileOutputStream.java:70)
    at java.io.FileWriter.<init>(FileWriter.java:46)
    at signIn.SignInAndShowIPTableServlet.init(SignInAndShowIPTableServlet.java:60)
    at javax.servlet.GenericServlet.init(GenericServlet.java:160)
    at org.apache.catalina.core.StandardWrapper.initServlet(StandardWrapper.java:1228)
    at org.apache.catalina.core.StandardWrapper.loadServlet(StandardWrapper.java:1147)
    at org.apache.catalina.core.StandardWrapper.allocate(StandardWrapper.java:836)
    at org.apache.catalina.core.StandardWrapperValve.invoke(StandardWrapperValve.java:135)
    at org.apache.catalina.core.StandardContextValve.invoke(StandardContextValve.java:169)
    at org.apache.catalina.authenticator.AuthenticatorBase.invoke(AuthenticatorBase.java:472)
    at org.apache.catalina.core.StandardHostValve.invoke(StandardHostValve.java:168)
    at org.apache.catalina.valves.ErrorReportValve.invoke(ErrorReportValve.java:100)
    at org.apache.catalina.valves.AccessLogValve.invoke(AccessLogValve.java:929)
    at org.apache.catalina.core.StandardEngineValve.invoke(StandardEngineValve.java:118)
    at org.apache.catalina.connector.CoyoteAdapter.service(CoyoteAdapter.java:405)
    at org.apache.coyote.http11.AbstractHttp11Processor.process(AbstractHttp11Processor.java:964)
    at org.apache.coyote.AbstractProtocol$AbstractConnectionHandler.process(AbstractProtocol.java:515)
    at org.apache.tomcat.util.net.JIoEndpoint$SocketProcessor.run(JIoEndpoint.java:304)
    at java.util.concurrent.ThreadPoolExecutor$Worker.runTask(ThreadPoolExecutor.java:886)
    at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:908)
    at java.lang.Thread.run(Thread.java:662)

It seems plain that you don't have permission to create that file where you're trying to create it, hence the "Access denied" message. You'd need to find a directory where you're allowed to create files. If you're not sure where a file is going to be created, you can see its full path with File.getAbsolutePath() or File.getCanonicalPath().