Read file in COBOL

Hello,

I got this: 

ENVIRONMENT DIVISION.
INPUT-OUTPUT SECTION.
FILE-CONTROL.
SELECT F1 ASSIGN TO "test.dat".

I get this error at the last line: "Invalid ASSIGN name" which is "test.dat". I've also tried the whole file path but it still doesn't work. The file is in the same directory as the program file. Anything on this?

- Thomas