Bob-
This forum is intended for the discussion of issues pertaining to SAS Stored Processes:
http://support.sas.com/rnd/itech/doc9/dev_guide/stprocess/index.html
I believe the External File class of the SAS/AF product, or other functions of SAS/AF, provide a fairly straightforward way of getting a list of files in a directory.
In the DATA Step, most people use a pipe+host directory command to get a list of files.
Either way, once you get a list of files, you can put them into a SAS table and sort them, and/or use regular expressions or other character functions to manipulate the file names as you see fit.
I hope that this helps you along the way.
Best regards,
Vince DelGobbo
SAS R&D