The messages output by dd are going to standard error (STDERR) rather than standard output (STDOUT). When you do ">" or ">>" you're redirecting STDOUT. You need to redirect STDERR instead.
Code:
dd if=/dev/zero of=/dev/sda bs=1M count=128 2>> myFile.log
What is commonly done is to redirect both STDERR and STDOUT and there is shorthand for doing that:
Code:
dd if=/dev/zero of=/dev/sda bs=1M count=128 >> myFile.log 2>&1
The 2>&1 tells it to send STDERR (file descriptor 2) to same location as STDOUT (file descriptor 1)
Also note that when doing this it is important to define STDOUT redirect BEFORE doing the 2>&1. If you did it the opposite way it would redirect STDERR to wherever STDOUT was before STDOUT was redirected (typically the display).