KSharp,
 the folder has three text files:
thats why I used wild character *
The error is:
Stderr output:
The system cannot find the path specified.
filename txt pipe 'dir C:\Documents and Settings\Desktop\Excel SAS\test\*.txt /od';
data txt;
infile txt expandtabs truncover dlm=' ';
input dt anydtdtm20. size $ fname $20.;
format dt datetime20.;
if not missing(dt) then output;
run;
data _null_;
set txt end=last;
if last then call system('move C:\Documents and Settings\Desktop\Excel SAS\test\'||fname|| ' C:\Documents and Settings\Desktop\Excel SAS\test\results\'||fname);
run;
53   filename txt pipe 'dir C:\Documents and Settings\Desktop\Excel SAS\test\*.txt /od';
54   data txt;
55   infile txt expandtabs truncover dlm=' ';
56   input dt anydtdtm20. size $ fname $20.;
57   format dt datetime20.;
58   if not missing(dt) then output;
59   run;
NOTE: The infile TXT is:
      Unnamed Pipe Access Device,
      PROCESS=dir C:\Documents and Settings\Desktop\Excel SAS\test\*.txt /od,
      RECFM=V,LRECL=256
Stderr output:
The system cannot find the path specified.
NOTE: 0 records were read from the infile TXT.
NOTE: The data set WORK.TXT has 0 observations and 3 variables.
NOTE: DATA statement used (Total process time):
      real time           0.70 seconds
      cpu time            0.01 seconds
60   data _null_;
61   set txt end=last;
62   if last then call system('move C:\Documents and Settings\Desktop\Excel
62 ! SAS\test\'||fname|| ' C:\Documents and Settings\Desktop\Excel
62 ! SAS\test\results\'||fname);
63   run;
NOTE: There were 0 observations read from the data set WORK.TXT.
NOTE: DATA statement used (Total process time):
      real time           0.12 seconds
      cpu time            0.01 seconds