How do I publish my story?

I know this sounds a blindingly obvious question, but...

Clicking 'publish to file' opens a page of text, rather than sending a file to my downloads folder (which seems to be what's meant to happen, from what I've read in other question threads).

I'm desperately trying to get a story published so that others can play it for a 5pm deadline today (had no idea I'd have such difficulty doing it) - can anyone help?

How do I get a file/make one from the text on the webpage/generally make everything work?