By specifying no path for "File" methods, the current directory will be used; and current directory directory means the directory where your application is located.
The source code should be:
public void WriteFile(string message, byte[] respMsg)
{
FileStream fileStream = null;
StreamWriter streamWriter = null;
try
{
string logFileName ="ProgramLog" + "-" + DateTime.Today.ToString("yyyyMMdd") + "." + "txt";
fileStream = new FileStream(logFileName, FileMode.Create);
streamWriter = new StreamWriter(fileStream);
streamWriter.WriteLine(message);
StringBuilder builder = new StringBuilder(respMsg.Length * 3);
foreach (byte data in respMsg)
builder.Append(Convert.ToString(data, 16).PadLeft(2, '0').PadRight(3, ' '));
streamWriter.WriteLine(builder.ToString().Trim());
}