Try this:::

declare @maxfilesize bigint

exec @rc = sp_trace_create @TraceID output, 0, N'c:\InsertFileNameHere', @maxfilesize, NULL

-- Please replace the text InsertFileNameHere, with an appropriate

-- filename prefixed by a path, e.g., c:\MyFolder\MyTrace. The .trc extension

-- will be appended to the filename automatically. If you are writing from

-- remote server to local drive, please use UNC path and make sure server has

-- write access to your network share