I don't use ancestry.com so I can't help you with why you can't open a GEDCOM generated by it.
Do you get an error message? What readers did you try?
Try downloading a free copy of Legacy and see if it will read the file. If not then you probably have not created a valid file. Open it with NotePad and make sure the file has a HEAD tag at the beginning and TRLR tag at the very end.