It’s should work with 2.58.
If you used last revision (10), then you may check the console. The script should display the full path where he writed file: “WRITE main EGG to …”
Also it can be a problem with permissions to the output folder.
You can specify relative path to output egg: ‘./my_file.egg’/ In this case script should write file to the user’s home directory, for example ‘C:\Documents and settings\user_name\my_file.egg’ for XP/2000 or ‘/home/user_name/my_file.egg’ for linux.
And lastly, if you set ANIM_ONLY = True and you have no animated model, then there is nothing to write )