So, if you don't have Documents and Settings\All Users\Application Data\ on your system, what folders do you see when you browse under All Users? I think the problem finding the file has to do with permissions (are you logged in as an administrator?) or with view options in Windows Explorer. In Windows Explorer have you gone under Tools and Folder Options and set it to display hidden files and folders and not hide protected operating system files?
The folder where ahpeeprom_w.txt is written is also the home of some other data that AHP keeps, including the Activity History. The files are being written somewhere, we just have to figure out where.