Please tell me what I'm doing wrong.
I have a list, and I want python to make a file out of it.

def changename(filename, modifier):

   return filename[:4]+modifier+filename[-4:]
def fileWrite(filename, ext, sortedList):
   openthis =open(okfilename(changename(filename,'_'+ext)),'wb')
   for item in sortedList:
   print '\n'.join(lastnames)
   fileWrite(filename, "Last-sorted", lastnames)

Look a a little messy,here a couple of way to write a list to a file.
If you need more help post a sample of list and how you want it to look in a file.

l = ['Fauntleroy Duck', 'Mickey Mouse']
with open('names.txt', 'w') as f_out:
    f_out.write(', '.join(l))

Fauntleroy Duck, Mickey Mouse
l = ['Fauntleroy Duck', 'Mickey Mouse']
with open('names.txt', 'w') as f_out:
    for line in l:
        f_out.write('%s\n' % line)

Fauntleroy Duck
Mickey Mouse

So when I do that, the file is suppose to be in my directories? So I can open it? What name would it be under in your example?

When you dont give path to "names.txt" as do in my example.
"names.txt" will be in same directory as you run the script from. open(r'C:\test\names.txt', 'w') here i give a path.
Read a little more in doc as Tony suggest.