are you talking about creating a file on the users HD or on the server?
Don't know if it is your question, but you can save arbitrary data to a file like this:
var fileRef:FileReference = new FileReference(); fileRef.save(data, fileName);
It will open a "save file" dialog box which let the user choose a directory and file name.
data can be a String (will save it as UTF-8 text), XML, or even ByteArray for binary data.
Here is the documentation:
Thanks Lee !
I didn't know about the "security feature"...