I just can't figure out a data channel feed

I'm trying to write a data collector to deliver data to Xymon through the
data channel.  From my reading, it should be as simple as (from *xymoncmd*):

$XYMON --merge $XYMSRV "data $MACHINE.mytest" <<EOD
x:3
y:7
EOD


But I can't find a corresponding *mytest.rrd* file on my server.

I haven't found any documentation that indicates I need to prepare the
server to receive the new data feed, nor that the collector must be run
from *xymonlauncher*.  I'd like to prove the script before I attempt to add
it as a client task.

Help?

-- 
*Steve Coile
*Senior Network and Systems Engineer, McClatchy
Interactive<http://www.mcclatchyinteractive.com/>;
Office: XXX-XXX-XXXX | Mobile: XXX-XXX-XXXX | Fax: XXX-XXX-XXXX