In order to pass this test you must create and properly install a robots.txt file.
For this, you can use any program that produces a text file or you can use an online tool (Google Webmaster Tools has this feature).
Remember to use all lower case for the filename: robots.txt, not ROBOTS.TXT.
A simple robots.txt file looks like this:
User-agent: * Disallow: /cgi-bin/ Disallow: /images/ Disallow: /pages/thankyou.html
This would block all search engine robots from visiting "cgi-bin" and "images" directories and the page "http://www.yoursite.com/pages/thankyou.html"
Once you have your robots.txt file, you can upload it in the top-level directory of your web server. After that, make sure you set the permissions on the file so that visitors (like search engines) can read it.