Passing const char * to file.open(), strange behavior

I'm having problem with the code below. I'm experiencing different behaviors depending on what IDE I'm using.

Dev-C++: Runs fine. However, if I pass GenerateFileName(0,0) to file.open(), no file is created.

Visual Studio 2013: Runs fine in all cases, however, the name of the file generated looks like

ÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌÌPùD

or something like that, and the file itself has no extension (I expect a .txt file ).

int main()
{
    ofstream file;
    file.open(GenerateFileName(3, 0));
    file << 1 << endl;
    file.close();
    _getch();
}

const char* GenerateFileName(int Instance_nth, int Input_nth)
{
    string filename = to_string(Instance_nth);
    filename += "_";
    filename += to_string(Input_nth);
    filename += ".txt";

    return filename.c_str();
}