You have to be careful here.
In Bob's case, there is a SAS proc titled SAS913, that takes a WORK= parameter.
That may or may not be available with your installation.
SAS has a temporary data library called "WORK".
Years ago, when I ran SAS on a mainframe, I had to be able to use more space than a single 3390 could hold, so I spanned WORK across many volumes. Of course, since I not there anymore, and it's been years, I can't give you the nitty gritty details.
What we did at that place, for general SAS use on the mainframe, was to create a named group of 3390-10's = SASDS. SASDS consisted of 10 DASD volumes, and WORK for any job could exist on any one of them. We used a generic specification of (273,273) for primary and secondary extent allocations. This kept all the space in same sized chunks for more efficient usage of storage. 273 was used because 273*16 = 4368 was just less than the maximum allocatable space of the disk (4369?), due to ???? limitations (I don't remember all the exact details). I think we used CYL for the allocation unit.
You can span WORK across at most 6 DASD volumes.
It is accomplished by creating 6 DSN's and then concatenating them together
something like the following.
[pre]
//work1 dsn=work,space=(cyl,4300,rlse),unit=sasds,vol=ser=sasd01
//work2 dsn=work,space=(cyl,4300,rlse),unit=sasds,vol=ser=sasd02
//work3 dsn=work,space=(cyl,4300,rlse),unit=sasds,vol=ser=sasd03
//work4 dsn=work,space=(cyl,4300,rlse),unit=sasds,vol=ser=sasd04
//work5 dsn=work,space=(cyl,4300,rlse),unit=sasds,vol=ser=sasd05
//work6 dsn=work,space=(cyl,4300,rlse),unit=sasds,vol=ser=sasd06
//work dsn=work,unit=sasds,vol=(sasd01,sasd02,sasd03,sasd04,sasd05,sasd06)
[/pre]
I expect I'm missing something somewhere, but this should get you started, if you need it.