sounds like a code node is required.
The following is based on the techniques we used in SAS6, so it probably still works.
To get the op.sys to mark the file permissions, the code node would capture the latest dataset from &syslast, then determine the physical name and path,
then pipe to a datastep infile, the effect of command:
chmod +{whatever} your.latest.dataset.sas7bdat
In SAS8 and SAS9, perhaps the chmod command can be executed through some other command handler like %sysexec.
Good Luck
Peter