> I tried the following inside OnInit, but I don't see a file in the
> application directory. Has it been created in some mysterious place?
> (It didn't write to the registry).
If I pass an absolute file name, it works; looking at the docs for
wxConfigBase::wxConfigBase I see that there is a wxCONFIG_USE_RELATIVE_PATH
flag; if you want a relative file name this is what you need.