FIrst, you need to CLOSE the "ODS RTF" after the PROC PRINT. If you are still having errors with the FILENAME execution, reply with the COPY/PASTE info from your SAS execution log and provide specific error messages, along with the SAS log and the code being executed.
Then, if you need to create a remote server directory, you will need review the appropriate SAS companion guide and explore using the FILENAME PIPE engine to execute remote system commands. I have pasted the related UNIX companion guide - there is one for each supported platform, available at the SAS support
http://support.sas.com/ website for reference and use.
Scott Barry
SBBWorks, Inc.
http://support.sas.com/documentation/cdl/en/hostunx/61879/HTML/default/pipe.htm