Again, you're just misunderstanding the tools you're using. Java should do that, not BlueJ. You have to research this from the perspective of writing Java code to do it. If you search how to make BlueJ do it, you won't find it because BlueJ has nothing to do with it.
So you know your basic requirements.
- you use System.out
- you want that to go to a file in stead of to the command prompt / BlueJ console
Do you know how to work with files yet? If not, that would be something you need to learn right now. And after that, try a Google for "java System.out file" and see what you get.