One Stop Order Processing now (from version 18.104.22.168) runs as the current user and not with Administrator rights.
You can fix the problem of the file not being created in one of 2 ways.
1. Change the folder to save the file to C:\OSOP. As Windows 7 and 8 does not allow non Administrative programs to store information at the top level of drive C.
2. When you start the software if you now run it with Administrator rights (right click and select Run as administrator). This will then start the software as an Administrator.