Since HTML doesn't do page numbers, you must mean either RTF or PDF. RTF is covered in this Tech Support note for 8.2: http://support.sas.com/kb/24/042.html
(warning -- do NOT delete or change a single curly brace in this RTF control string)
For PDF, you had to create a PostScript file (as I remember) write a program to "post-process" the PostScript file to insert the X of Y string and then manually distill the PostScript file to a PDF format. (Reason enough to get SAS 9 right there). Here's the older link: http://support.sas.com/rnd/base/ods/odsprinter/ Look for the section on Pageof or XofY. If you're interested in PDF, you may have to contact Tech Support for more help on this one. I think there's a SAS macro or program that you can download to get you started.