jimmytwos,
The MUD (multipurpose USB Device) is the locking device, a USB key that came with Service Center. Reading your original post you don't say you are running Service Center so I apologize. Everything else still applies.
The default location is your RAM drive not your hard disk. The only time you will be able to save logs to a hard drive is if there is a FAT32 partition on it, this could be a recovery partition. It is safest to save it to a System attached Floppy, USB Key or USB attached Floppy.
When one of the above devices is attached to the system exit to DOS by pressing <Esc> from the main menu then look at the drive letters in turn a: b:, c:, d: etc. until you determine what drive letter is assigned to the log device then use that letter as part of the file name i.e. d:\test.log.
-Fred