On the WWM OS Updates page, we have the latest Oct 2008 update:

October 2008:
SAS 9.2 does not support Windows Server 2008 for any CPU type (Itanium, x64 or 32-bit) due to Sun's lack of support for Windows Server 2008 with Java 5.

SAS is working with Sun to have Java 5 supported on Windows Server 2008 via the Sun Java for Business Program for our mutual customers.

See http://sww.sas.com/wwm/technology9/sas9.2/os.php