If you have SAS Grid Computing, or even just SAS/CONNECT, you might be able to spawn another SAS session from your current session to perform a piece of work. SAS Grid Computing includes a number of macros and functions to help fork off multiple processes, manage which can run in parallel, and tell your SAS code to "wait" until all are complete before running a finalized section of code. The code analyzer in EG can help you to arrange your code for grid computing.