There is now way to make a SAS session that uses single threaded procedures or the DATA step use more than one processor in your system.

You can however, take the single SAS session and look at breaking it up into multiple SAS sessions, each doing a little of the work. To help you determine if your single SAS session can be broken up, please refer to SAS procedure, SCAPROC (SAS Code Analyzer). Here is a Powerpoint presentation from SAS Global Forum 2010 that discusses how it works http://support.sas.com/rnd/scalability/grid/SGF09_SuperDemo_SCA.pps . along with SAS documentation on the procedure.
SAS doc is here http://support.sas.com/documentation/cdl/en/proc/64787/HTML/default/viewer.htm#p0sf63lx4fs2m5n14qv1bn8p863v.htm

Hope this helps.