The modified program is presented below.

import os
import sys

months = ['jan', 'feb', 'mar', 'apr', 'may', 'jun',
          'jul', 'aug', 'sep', 'oct', 'nov', 'dec']

try:
    dir_name = sys.argv[1]
except IndexError:
    print('No directory name provided. Usage:')
    print('{} <dir_name>'.format(sys.argv[0]))
    sys.exit(1)

if not os.path.exists(dir_name):
    print('Directory {} does not exist'.format(dir_name))
    sys.exit(1)

for filename in os.listdir(dir_name):
    # filename is expected to be in the form 'data-DD-MMM-YY.txt'
    try:
        d, month, y = int(filename[5:7]), filename[8:11], int(filename[12:14])
    except (IndexError, ValueError):
        print('Skipping file', filename)
        continue

    try:
        m = months.index(month.lower())+1
    except ValueError:
        print('Skipping file {} (unrecognised month)'.format(filename))
        continue

    newname = 'data-20{:02d}-{:02d}-{:02d}.txt'.format(y, m, d)
    newpath = os.path.join(dir_name, newname)
    oldpath = os.path.join(dir_name, filename)
    print(oldpath, '->', newpath)
    os.rename(oldpath, newpath)