/tmp/blah.txt is not a proper Win32 filename.

Works for me. It expects a directory called tmp on the current 'drive' (partition). mkdir tmp creates it. The problem with using backslashes as a directory separator is that you then MUST use single quotes around them, or 'escape' them. It is an easy mistake to put the filename inside double quotes. / is much safer, and works on Windoze happily.