Thank everyone!
I got it them working. One was a case sensitivity issue. The other was a xlookup user password issue.
Mark, I think the command you meant was pwd not cwd. pwd stands for
Present
Working
Directory. But you proabably knew that. I put it here for reference for someone looking latter at this thread.
In Alec's article from Inside Sesame the folder "Sample" was not capitalize in the command I cut and pasted. I also figured out that the case matters down to the file name as well as in Alec's article in the code it was named zipcode.db and in the "Sample" folder ZipCode.db and it would not work until named so.
Another thing that I figured out is that even if you have set all the users passwords to nothing the file still has security and will not even perform a lookup on itself. I thought with it like that it was open but the security manager thought othewise.
Thanks to Ray and Mark for the help!
Now one other question regarding casesensitivity. The other day I downloaded the Inside Sesame Index database. I could not get it to run after I unzipped it. In the zip file the names inculding the extensions were all capitals. It would tell me that it could not find a necessary file and then abort. On a whim I rename the file with all small letter and it worked. Now the question is why?

Now while you figure that out I am going to go level the playing field so to speak. I am going to change all my Sesame folders and file names to all lowercase so I am not second guessing myself when I go to program an x-family command.