Check out AnnMaria's blog covering what she's learned by being on the bleeding edge: using SAS 9.2 for Windows x64 on a Win7 virtual machine. Also, her short primer on XPT files makes me want to add some native capability into SAS Enterprise Guide.

If your goal is to send a SAS data set into a new JMP session, you can use this task right now. In SAS Enterprise Guide 4.3 (later this year), we'll have a built-in Send To JMP feature.