The program command.com is the command interpreter for DOS. It doesn't support creating multiple layers of directory with the md or mkdir commands. However, Windows 2000 and Windows XP, give you a command shell application that DOES support that. That is what you are using. If you want to invoke the functionality of the command shell instead of the command interpreter, you would use cmd.exe instead of command.com.
Try this: system("cmd.exe /C mkdir c:\\mytest\\asdf\\data")
That should work,
Chris Matthews
National Instruments