VMS.  The C RTL can handle it well if the "directory" is a logical
name with no colon, therefore ending being 'logname/file'.  However,
if the given logical names actually has a colon, or if you use a full
VMS-syntax directory, you end up with 'logname:/file' or
'dev:[dir1.dir2]/file', and that isn't handled in any good way.

So, on VMS, we need to check if the directory string ends with a
separator (one of ':', ']' or '>' (< and > can be used instead [ and
])), and handle that by not inserting anything between the directory
spec and the file name.  In all other cases, it's assumed the
directory spec is a logical name, so we need to place a colon between
it and the file.

Notified by Kevin Greaney <kevin.greaney@hp.com>.