What @djj55 meant was the comma after the actual name, not the keyword "FILENAME". Here is the corrected version with appropriate commas etc.
CREATE DATABASE Movies_2
(NAME = Movie_dat,
FILENAME = 'C:\IT234_Data\movie.mdf',
MAXSIZE = 100,
FILEGROWTH = 5 )
(NAME = Movie_log,
FILENAME = 'C:\IT234_Log\movie.ldf',
SIZE = 5MB,
MAXSIZE = 25MB,
FILEGROWTH = 5MB ) ;
I don't know if the values you are providing are appropriate or not, or whether there are other errors in there. The only thing I did was to make sure that the script parses correctly. That does not mean it will run correctly.
What I would suggest is the following:
Open up SQL Management Studio, connect to your server, and in object explorer, right click database node and select "New Database". It gives you a dialog where you can set all the options for your new database. After setting all the options, don't click OK button, instead click the Script button at the top left of the right panel. This will generate the script for you, which when executed will create the database. You can the modify this script to your liking if it is not exactly what you want. This way you will be sure that you are using the correct syntax, without any missing commas etc.