Hm, that’s odd. That would work, and a new file should have appeared on the desktop. Are you sure it didn’t? It might be easy to miss.
I couldn't recall any additional files appearing, and I most definitely checked twice! :( a bummer for me but I'm still interested in the story, so I might just try again soon!
I suspect a lot of people were making the same mistake I was - adding spaces between the commands:
load *"diary"*
[EDIT] Actually, it works both ways... I'm not sure how I messed it up the first few times lol