From the OP: " I want to process each row in data set A against all rows in data set B"
How about explaining in more detail what you are trying to accomplish, specifically listing logic and/or SAS variables used, for what purpose, input/output, and the like.
There are many SAS features, some of which have been mentioned which may be more suitable.
Also, share what SAS code you have attempted for feedback thus far -- that will also help you get constructive and useful feedback and guidance.
Scott Barry
SBBWorks, Inc.