In reply to Bruce Nawrocki.

Yes, the directory changes and output is directed to my documents folder. Check your USERPROFILE value.

%let user = %sysget(USERPROFILE);
%put &=user;

And make sure you use the dot-slash notation in your ODS path:

ods html file="./test.html";

And if you're using EG and already have HTML destination turned on, remember that you'll get TWO HTML outputs -- one is the EG default, and one is the named file in your ODS statement. You'll have to turn off the HTML destination in your EG options or use ODS CLOSE _ALL_ if you want just the one output.