I hate taking up board space for this, but there are a few things you can check...
In Edit Variables & Option from your admin screen
Under Directory Setup
HTML Directory:
Make sure that is set to the directory you want the ranking pages created in.
Example: /web/home/username/docs/autorank
Under URL Setup
HTML URL:
This is the full URl to where you want the ranking pages created, in other words, the URL to the HTML directory above.
Example:
http://www.domain.com/autorank
Make sure those are set right, then scroll to the bottom, and click on "Save This Data"
Go back to your main admin page, and select rerank list, and execute function. This will build the ranking pages.
Make sure the directory where you are writing the html in to is chmoded 777, and you might want to take out the file you copied and pated in there...I'm not sure if the script will rewrite over that one or not since it was not generated by the script itself.