I actually was able to get it to work by updating the following from a different post in log4j.xml:
<appender name="GroovyFile" class="org.apache.log4j.FileAppender">
<errorHandler class="org.apache.log4j.helpers.OnlyOnceErrorHandler"/>
<param name="File" value="C:\\Documents and Settings\\jainde\\Desktop\\prj\\mylog.log"/>
<param name="Threshold" value="DEBUG"/>
<layout class="org.apache.log4j.PatternLayout">
<param name="ConversionPattern" value="%d %-5p [%c{1}] %m%n"/>
</layout>
</appender>
<logger name="groovy.log">
<appender-ref ref="GroovyFile"/>
</logger>