Greg,
In order for SSF files to get created during data collection you must be using the Trimble GPScorrect protocol within your GPS Preferences.
What mobile device are you using? And on that particular device, within the GPS Preferences of ArcPad, what are your Protocol, Port and Baud rate set to?
Additionally, which version of ArcPad, ArcGIS Desktop, GPScorrect, and GPS Analyst are you using?
Your data needs to be checked out from a personal geodatabase which has been GPS enabled through the properties of the geodatabase via ArcCatalog (each individual feature class needs to be GPS enabled as well).
In ArcPad > GPS Preferences, you need to be sure you're using the GPScorrect protocol. If you are, the SSF files should get generated automatically upon capture of a new feature.