does this work for you? i just put the commadn into a string and caled the shell with the variable.
DECLARE
@TodayDate as varchar(40),
@TodayHour as varchar(40),
@TodayMinu as varchar(40),
@NewFileName as varchar(100),
@cmdstr as varchar(128)
SELECT @TodayDate = CONVERT(varchar(10), GETDATE(), 112)
SELECT @TodayHour = DATEPART(hh,GETDATE())
SELECT @TodayMinu = DATEPART(mi,GETDATE())
SELECT @NewFileName = 'ImportData' + '_' + @TodayDate + '_' + @TodayHour + '_' + @TodayMinu + '.txt'
print @NewFileName
set @cmdstr='MOVE /Y C:\ImportData\ImportData.txt C:\ImportData\Finished\' + @NewFileName
print @cmdstr
EXEC master..xp_cmdshell @cmdstr
Lowell