Oh. Noteself. Noteself doesn't save to your local file. It saves to your internal browser state and/or couchdb, if you've managed to get that set up (I couldn't once IBM changed their setup). I believe inside the plugins (click on the "cog", click on tab "Plugins") there is a setting for exporting your file. Check the Noteself documentation and/or the forum.
Maybe now that it's clear you're using Noteself, someone who uses it will be able to help you more.
Good luck!
-- Mark