I have fixed the issue. Here is the code
Local JavaObject &jFile;
Local JavaObject &msg;
&msg = CreateJavaObject("java.lang.String", "Hello World!");
Local JavaObject &buf = &msg.getBytes();
Local number &byteCount = &buf.length;
&jFile = CreateJavaObject("java.io.FileOutputStream", "C:\Temp\java.txt", True);
&jFile.write(&buf, 0, &byteCount);
&jFile.close();