Sivas,
When I look at an across variable in PDF, what I see is that the variable is in its own cell surrounded by borders on all 4 sides. What do you want that's different from this? Do you want the variable name underlined?
[pre]
+---------------------------------------------+
| Sex |
+---------------------------------------------+
| M | F | Other |
+---------------------------------------------+
[/pre]
I'm using SAS 9.1.3 SP4 with the default style.