<<
set v ve2 = (CHKFILE(filename.txt))
>>

SET VAR vE2 = (CHKFILE('filename.txt'))

(note the quote marks).  Also, you need to know that the command as written 
will only check for the file in whatever R:Base believes to be the current 
working directory so it's always safer to include the complete path in the 
filename.
--
Larry


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