In SAS/EG 4.1 (4.1.0.521) I am trying to use a HAVING clause in a Filter & Query but I cannot see an obvious place in the Wizard.
Problem Note 311 (http://support.sas.com/kb/3/311.html) suggests that simple HAVING clauses may be built from the interface ie without manual coding in a code module.
You have the interface for the HAVING clause under the one for the WHERE clause, in the "Filter data" tab.
Sorry for showing no screen capture, but I can't see how to attach it.