ogr2ogr: csv to shpefile (newby question)

I could finally install gdal and ogr on slackware. I'm now trying to convert 
some csv to shapefiles. For that I'm using the following comand:

 ogr2ogr -f "ESRI Shapefile" out coal.csv

where coal csv is:

unknown,na,id,id2,mark,coalkey,coalkey2,x,y
0.000,0.000,1,1,7,87,87,76.90238,51.07161
0.000,0.000,2,2,7,110,110,78.53851,50.69403
0.000,0.000,3,3,3,112,112,83.22586,71.24420

I'm getting the following error:

ERROR 4: Unable to open out/coal.shp or out/coal.SHP

and an out directory with a coal.dbf file. I need to generate the three files.

I tried ogr2og on OS X and debian and I just get the dbf, with the difference 
that in OS X and debian I don't get the error message.

Any suggestion?

  Thanks Tomas