Document Image Writer, as Printer, not saving to Desktop

[bigmutt]

I show Document Image Writer as a printer.
Along with XPS Document.

Choosing either one as printer captures the document, displays it, an
then saves it to wherever I choose. I think My Documents was th
default.

However, Document Image writer doesn't save to my Desktop: it act
as though it were saving (i.e. no error msg) but afterwards there'
nothing there.
If I choose My Documents, though, it does appear there as a file.

What's going on?

XPS Document is the other choice I have under Printers, and it DOE
save to the Desktop.

Thanks