No, just a few minor things to be aware of.
1) Relative paths. Just like in other contexts, without a leading "/" for unix or "C:/", for Windows, or whatever indicates and absolute path in your file system, the file name will be relative to the user's current working directory. This can lead to confusion, as beginners often assume there's some relationship between that directory and where the main class lives. There's not. Just like executing any other program it's where you current "are" when you invoke the java executable. This is really an OS/shell/file system issue, rather than a Java one, but class files and classpath seem to confuse people.
2) You didn't call newLine(), or whatever BR's method of that nature is. Not a problem here, but if you call write() again, the two will be run together.
3) No need for an explicit flush() here, as close() calls flush().
4) This is the only significant error I see:
You should always call close() in a finally block. Such as: