'The filename is not valid'

Hello. I'm exploring some data I collected for the IAT. I tried the IAT script (http://www.millisecond.com/download/library/v3/IAT/IAT.sps), but I encountered a problem with the following bit:

AGGREGATE OUTFILE = 'CRITERIA.SAV' / BREAK = SUBJECT ORDER / PCT_300 = PGT(FLAG_300,0)  / PCT_400 = PGT(FLAG_400,0) / PCT_10K = PGT(FLAG_10K,0) / AVELTNCY ERRORPCT = MEAN (LATENCY ERROR) / NTRIALS = N .
SPSS gives me the following error in the output: 

>Error # 61 in column 21.  Text: CRITERIA.SAV >The filename is not valid. >Execution of this command stops.
Am I supposed to specify a file name or something? It seems a rather basic syntax question, but any help is appreciated. 
Best, 
Ali