Error creating remote directory on VMS host

Copying a directory structure/file list using drag and drop from a WindowsXP client to a VMS host produces the following error:

[17:10:02] MKD /DKA100:/000000/DATA/x/y/2006
[17:10:02] 550-Failed to create directory /DKA100:/000000/DATA/x/y/2006
[17:10:02] 550 file specification syntax error

However, the 2006 directory can be created by command box (INS key) on the VMS host and then files can be copied successfully. Although this work around functions, copying large numbers of files in structures will become impossible to manage!

What would be the correct syntax then?