I tried to use it and got the error "A connection to the server "Local" could not be established". I do not have local SAS on my machine and can not install your task on the server (to do this is additional an headache).
1. Open your data set (from the server library) first, and then try to run the task.
2. View your connection profile (double-click on the profile link in the status bar on the bottom right corner in EG). Look at the Servers tab in the Connections window. Make sure that "Automatically add Local SAS server to the list..." is NOT checked.
Are you trying this with a local SAS data set file? If so, copy the data to the server first by using Tasks->Data->Upload SAS Data Sets.