First, you need a comma between the file name and the row.names argument. With that, the data should be written to "all_data" in your current working directory. (Note that it will be a CSV file but will not have the .csv extension unless you specify that by typing "all_data.csv" as the second argument.) If you want it in a different directory than the current working directory (which you can check by running getwd()), you need to specify the path.