I am getting
open failed: EACCES (Permission denied)
EACCES (Permission denied)
on the line OutputStream myOutput = new FileOutputStream
OutputStream myOutput = new FileOutputStream
In addition to all the answers, make sure you're not using your phone as a USB storage.
I was having the same problem on HTC Sensation on USB storage mode enabled. I can still debug/run the app, but I can't save to external storage.