That's because the ghastly old dialect of Java that the Kindle supports does support creating PrintStreams directly from Files. You have to create a FileOutputStream first. Try this:
var home = kjs.getHomeDirectory();
var f = new java.io.File(home, "test.txt");
var fos = new java.io.FileOutputStream(f);
var ps = new java.io.PrintStream(fos);
The Kindle only supports PBP 1.1, which is now pathetically old; see the documentation here for the API list:
http://docs.oracle.com/javame/config...217/index.html