With SAS 9.2, You can use SGPLOT procedure and / or GTL to do heat maps, however, you have to use a scatter plot and manage the size of the markers. See examples here:
There are many kinds of charts people call "heat maps" - could you provide a link to an example (on the web) of the specific kind of heat map you're wanting to create?
Ahh - so, really, just a grid of colored boxes, where you control the color.
I don't have any examples 'exactly' like yours, but here are some similar,
that could probably be adapted ...