OMG!
I used to do this all the time. If you are doing it now and then don't bother with a TSR to permanently redirect.
Try this first: when you invoke whatever the "main program" is, that you want the output to go to a file, do it like
MAINPROG.EXE > b:\outfile.txt
This will take the standard output from MAINPROG and redirect it to the file. It will work if the original programmer used the standard output functions, which may or may not be the case.
Any more detail and I will have to dig into the file where I keep instructions for scraping vellum and mixing your own ink.
-Glenn