Are you using the code from an Import Data task? If so, it generates these temporary #LN filename references, that only exist while the EG session is open. When you exit EG the reference is lost.
I would suggest that above the code for the import data task you add a file reference:
filename myfile "path-to-your-file";
Then in the import data task code, replace "#LN00017" with "myfile" and try it again.
There's an added complication if you're sas server is a unix server... if the path to your file is not visible from the server this won't work, but I think if you have sas on a windows server it should.
Hope that helps...