Doc,
With EG 4.1 and earlier, we had an "EG repository" that could store information such as server connections and libraries. With EG 4.2 that went away -- now we use only the SAS metadata server for this information.
For local-only deployments, this means that we don't have local repository for these definitions. The only alternatives right now are to use an autoexec or the SAS Programs option you mentioned, or use the project library task under the Tools menu -- but that's a per-project operation.
Chris