In reply to Martin Mincey.

Martin,

Please let me know if you come up with something in your research.

In the mean time, what I've done is to simply combine commands in my FILENAME separated by a comma. For example:
** FileName In_List pipes in a directory listing. **;
FILENAME In_List PIPE "cd &XML_Path;ls -1a %Set_Grep";

The first portion of the command (before the semi-colon) changes the directory, and the second part (after the semi-colon), runs a directory listing, the output of which is piped back to SAS. %Set_Grep is just a little macro function that will grep out only those files I'm looking for based on some text string, in this case "txt".

Jim