SAS stores the work.datasets in the SAS Temporary Files folder. When SAS exits those files should disappear automatically. Sometimes if SAS close unexpectedly in the contents of the SAS Temporary Files are not automatically remove. You can use windows explorer to check the timestamp of the subfolders in the ..\SAS Temporary Files\ directory and delete the ones you don't need.
To save space, try using the compress=yes/binary option.