on tiger mac, I ran the program from the soap4r bin directory of the
soap4r folder I had downloaded, and the files were created right in
that bin directory.

Maybe that is what he meant.

I also ran the program with -d and the output was much more verbose.

And I also had to find a different wsdl than the first one I ran.
this one works
http://webservices.amazon.com/AWSECommerceService/2006-03-08/AWSECommerceService.wsdl
You could try it to see if something happens.