I have had the same issue. It seems like tomcat is not installing with the correct permissions or I have missed something in the atomikos configuration.
On my installation /var/lib/tomcat6 is permissioned as 'root' whereas all of the other sub-directories are 'tomcat6'. As tomcat runs as user tomcat6, it cannot create the file.
I changed the owner of /var/lib/tomcat6 directory to tomcat6 and all works fine with no issue. I assume that atomikos is expecting something to give it a sub directory of the tomcat directory, but this is set to '.' (which means the current directory on its own or the present directory if it forms part of a path, like '..' means the parent directory). Hence it is actually $TOMCAT_HOME/{atomikos-dir}/tm.out
If you can find out where to change '.' to something better, then this would avoid the directory permissions issue (and if you do I would suggest changing it back at a later stage!)