On the Web site for the book Statistical Programming with SAS/IML Software, I provide instructions on how to download the sample data sets and install them so that they can be used from within SAS/IML Studio. When I wrote the book I did not anticipate that SAS users might want to access the data from outside of the SAS/IML Studio environment.
For people who want to use PROC IML to analyze the data, I am providing DATA steps that generate the data sets in the book. Enjoy!