xp_cmdshell bcp wont save file EXEC xp_cmdshell 'bcp "SELECT lastconnectip FROM RF_USER.dbo.tbl_UserAccount" queryout "C:\test.txt" -T -c' 


The command above runs, the output:

NULL
Starting copy...
1000 rows successfully bulk-copied to host-file. Total received: 1000
NULL
1158 rows copied.
Network packet size (bytes): 4096
Clock Time (ms.) Total     : 1      Average : (1158000.00 rows per sec.)
NULL


But no file is actually written. what am i missing?  The user does have full rights (sysadmin) SQL 2008 R2.

Also alternative way to use NETSH in sql query/trigger would work aswell instead of the one  above.
For sysadmins, xp_cmdshell runs the command as the SQL database engine service account.

Make sure that account has been granted write permissions on the target location.