I haven't used UNIX in years (and never for SAS) but I thought UNIX uses the forward slash '/' for pathnames while the default in windows is the backslash( though it will accept the forward slash as valid) so try switching it in your program.
Are you perhaps trying to get your unix server based sas to see a directory on your local windows machine? I don't think that will work unless the sas server can "see" your local machine. There are some technologies that can let that happen, but the path would not be "c:\", it would be however your local drive was mounted to the unix server.