Patrick offers the best solution which is valid since SAS9.2. Before this release we needed to list each of the datasets on a set statement.
Another good feature of SET statement added in SAS9.2 is the option INDSNAME=.
This names a variable that indicates from which of the datasets on the statement the current observation has come.
Quite a lot of great and interesting new features, thanks for the info!
Since I'm still "stuck" at work with the 9.1.3, here's the alternative:
proc sql noprint;
select catx('.',LIBNAME,MEMNAME) into: TABS separated by ' ' from DICTIONARY.TABLES
where LIBNAME='' and MEMNAME like '%';
Cheers from Portugal.