[eluser]gstjohn[/eluser]
Well, it's good to know that lynx exists (at least you might think so since they use it in an example). How did you try running the command?
It should output the contents of the page to that file, you probably ought to use a full path so that you know exactly where it will end up. If you have shell access, you can test whether it will work before you set it up as a cron job. Are you on a shared machine? Can you get shell access?