If you have not done so already, I strongly urge you to move to SAS on Unix, rather than using SAS on your desktop. Using SAS on your desktop means that:
You can run only one SAS program at a time
You are limited by the amount of space and memory your PC has
When you run programs that use lots of resources your computer hangs
You can't access your programs from anywhere (unless you have Remote Desktop set up)
You are compelled to use SAS's editor, which is almost as bad as Notepad.
None of these limits apply to SAS on Unix. Of course, in the first two points above, these limits are replaced by larger limits.
Moreover, WRDS is much simpler to access via SAS on the WRDS server than it is via the web interface. Your control over the data you extract from WRDS' datasets is greatly increased2.
