Are you sure your generated file has content?
Check the size; try to open it with notepad.

What type of file are you generating?
Text, html, xml, cvs or ....?

When you say "new to CGI" do you mean CGI.pm?
If not, what?

You "see the click" where?
In your command prompt window? In a browser? Where?

What's the script that's doing the generating look like?
We're more likely to be able to help if we know more about your problem, including the answers to these questions and your script, itself.

You may also find considerable help in viewing Ovid's [http://users.easystreet.com/ovid/cgi_course/|on-line tutorial and the author's own site.