In reply to Jon Dickens.

You can use the QNTL subroutine and the BIN function in SAS/IML to carry out Steps 1-3. Then program 4-5 in SAS/IML and output the WOE-transformed variables to a data set. Then use PROC LOGISTIC to carry out the regression. I see that you have already asked this question on the SAS Support Communities, and that is the best place to ask for help.