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i think that the only thing you can create on a client machine is a cookie. I'm !not sure! but you maybe can use JavaScript to create a textfile on clientside.
You can create a text file on your server and make it available as a download to the user but you definitely can't use PHP to save it directly to the user's computer. I doubt that you'd be able to use client side stuff to do this either - imagine the security risk if it were possible for web sites to save any old file on a client machine.