Avi,
What kind of server? I think that, for you to use a local directory as a library, the SAS server has to be able to connect back to your PC as a network share.
If your SAS server is a Windows box, this may work for an XP EG client:
Go to "my computer"
Select the drive you want to share
Select file --> sharing and security
Share the drive with the network.
The share name would be \\$\
This functionality is often turned off by IT support groups, so you may need them to help you. There should be equivalent functionality for Windows host/Vista client. I'm not sure how to go about it with other SAS server hosts.
Doc Muhlbaier
Duke