Hi:
According to this Tech Support note:
http://support.sas.com/kb/6/976.html
"The error will likely occur if SAS/ACCESS to PC File Formats is not licensed on the SAS Server."
There is an example of creating a CSV file on the above site. It is also possible that your site has licensed SAS/Access to PC File Formats, but that it was not installed on your server or on the right server. You can check with your SAS administrative folks or with Tech Support for help debugging this.
cynthia