I think your problem is simply that you are trying to store a file with
a single name, i.e., not in filename<dot>extension format (my.file).
LISTSERV requires that files have both a filename and an extension.  I
believe the documentation covers this point but I will check it to make
sure.

Also, you're not using LISTSERV Lite, are you?  List-level catalogs aren't
supported under LISTSERV Lite.

Nathan