Exporting chart of accounts won't work.

[The Wassermans]

I am trying to export a gnuCash chart of accounts to an .xml file on my 
desktop.  I go through file>export>export chart of accounts to 
QSF>export> and arrive at the "export chart of accounts to qsf xml"  
dialogue box.  Then I get stuck because whatever I try I can't seem to 
generate a file on my desktop!

The purpose is so that I can convert it to a .qif file which I will use 
as the basis to create an import qif file from Quicken data.

Help please

Dave W