Observer.php
-------
<?php

class Xxx_saveCheckout_Model_Observer {
    public function saveCheckoutInfo(Varien_Event_Observer $observer) {
        $handle = fopen('dingsbums.txt', "w");
        fwrite($handle, "jaahaaa");
        fclose($handle);
    }
}

etc/config.cml
-----------
<?xml version="1.0"?>
 <config>
   <modules>
     <Xxx_saveCheckout>
     <version>0.1.0</version>
     </Xxx_saveCheckout>
   </modules>
   <frontend>
    <events>
       <checkout_type_onepage_save_order_after>
           <observers>
              <Xxx_saveCheckout_Model_Observer>
                 <type>singleton</type>
                 <class>Xxx_saveCheckout_Model_Observer</class>
                 <method>saveCheckoutInfo</method>
              </Xxx_saveCheckout_Model_Observer>
          </observers>
       </checkout_type_onepage_save_order_after>
   </events>
 </frontend>
</config>

etc/modules/Xxx_saveCheckout.xml
.-.-------------
<?xml version="1.0"?>
<config>
    <modules>
        <Xcc_saveCheckout>
            <active>true</active>
            <codePool>local</codePool>
        </Xcc_saveCheckout>
    </modules>
</config>

PATH app/code/local/Xxx/saveCheckout/*