Here is the explanation: SAS Enterprise Guide is a client application, and SAS runs as a server application. When launched as a server, SAS disables access to shell commands as a safeguard. You wouldn't want just anyone with access to your server to issue "rm *" or "format c:" commands, now would you? (You're welcome.)
When SAS and Enterprise Guide are running on the same machine, it does seem overprotective to prevent you from issuing shell commands on your own box. You can use Jared's notes to re-enable the X command (using the -ALLOWXCMD option or the older double-negative version: -NONOXCMD).
But what if you could avoid those complicated steps and simply represent your local machine shell script as a step in your SAS Enterprise Guide project? That's exactly what the "System Command" custom task allows you to do.
We provide this task as an example of a custom task that you can use to extend your SAS Enterprise Guide features. In fact, we provide about 20 such examples, with source code, that you can use "as is" or modify as you wish.
What are you waiting for? Download this custom task and take back command.