There are two ways to make XMM products for the RGS cameras: via the XMM data pipeline or via the SAS task rgsproc. The latter does not however produce the full set of product files: the images (both FITS and PNG) are not produced, nor are the PDF spectrum plots. It is the function of rgsprods to supply this lack - ie, the sum of the RGS pipeline functionality is intended to be duplicated by rgsproc followed by rgsprods.
rgsprods should be run from the directory in which the products are stored.