You have to state what folder (Mitel calls it a catalog) you want to write the file in. However, on the more recent releases you only have read access to the filesystem, so you can't create a catalog to put it (don't mess around in the system-created catalogs, messing with the existing files there can do very bad things). If you're on MCD5 or above, use the scheduler to send the SMDR logs to an FTP server and then you can play around with that file.