get jpeg from plot2d?



Using windows xp, maxima v 5.13a, and inside XMaxima, I try:
------------------------
%i7) plot2d( x^2 - 5.0,  [ x, -5, 5 ],  [ gnuplot_preamble,  "set 
eroaxis"  ],
         [ gnuplot_term,  jpeg  ],  [  gnuplot_out_file, 
"c/work2/root1.jpg"  ]  ) $
Output file "c/work2/root1.jpg".
---------------------
But no file appears in that directory or elsewhere (as far as I can tell).
Maybe my syntax is wrong?
I have no problem creating *.eps files, replacing "jpeg" with "ps",
   and "jpg" with "eps".

Ted Woollett