Saving array values with CFileDialog

Hi Experts,
I have a MFC dialog (VS2008 pro) application which includes a button to save  values.
By clicking on the button I should create a file (.txt) and save the array values (double) in it.This
.txt file should be used by another program for ploting.
This is what I'm trying to do:

void CTestDlg::OnBnClickedSaveValues()
{
 CFileDialog MyDialog ( FALSE, _T("txt"),NULL, OFN_HIDEREADONLY |OFN_CREATEPROMPT,_T ("Text Files(*.txt)|*.txt|"));
 CString TheString;
MyDialog.DoModal();
TheString = MyDialog.GetPathName();
FILE  *MyFile;
int  P=3, Loop=0;
double  a_old[3]={2.584,3.259,4.423},a[3],delta_a[3]={-0.142,0.0054,0.5};
double  Alpha=-0.658403, Rho=-0.2;      
//Open the file
MyFile= fopen(TheString,_T("a+"));
while(Loop<3)
{
      for(int j=0;j<P;j++)
            {
      a[j]=a_old[j] + Rho*Alpha*delta_a[j];
      //Here are the values of the array to be saved
      if( MyDialog.DoModal() == IDOK )
        {  
             fprintf(MyFile, "Loop %d\n", Loop);
              fprintf(MyFile, "%.7f\n", a[j]);
        }
              }
        Loop++;
}
    fclose(MyFile);      
}
And here is the error message:

error C2664: 'fopen' : cannot convert parameter 1 from 'CString' to 'const char *'

Andy