Okay - so you are attempting to use PROC CPORT to create a SAS transport format file -- possibly something different than what you stated, as "create an ASCII file"?
Regardless, suggest you run this code and see what/where SAS tells you it put the file, and then debug your situation from that point, based on the SASLIST output of PROC CONTENTS and your "File Name" location:
libname in v6 '.';
data in.testfile;
x=1;
run;
proc contents data=in._all_;
run;
Scott Barry
SBBWorks, Inc.