recent files question

[markscottwright]

I'm a emacs newbie, and I'm having some trouble with the recent files
extention.  I've got the following in my init.el (I'm using xemacs).

(require 'recent-files)
(recent-files-initialize)

I can see the recent files list while I am in emacs, and it contains
the list of files that I am working with.  But if I leave and re-enter
emacs, the list is empty.

The recent-files-save-file entry is c:\Documents and
Settings\wrightm\My Documents\.recent-files.el.  It doesn't exist.

Thanks.