ad occhio manca un "flush":

Prova così:
codice:
import java.io.*;
public class lpt {
  public static void main(String[] args) {
    try {
      FileWriter out = new FileWriter("lpt1");
      out.write("testo da stampare");
      out.write(0x0D); // CR
      out.flush();
      out.close();      
      }
    catch (IOException e) {
      e.printStackTrace();
      }
    }
}