Perhaps you have some other kind of error that is making your PROC INSIGHT statements invalid and somehow leave the INSIGHT environment still open.
The documentation for the SCATTER statement says: Use at least one Y variable, followed by an asterisk, followed by at least one X variable. Use multiple Y and X variables to create a scatter plot matrix. For example, you might use
scatter a b c * a b c;
to create a 3×3 scatter plot matrix for the variables a, b, and c.
it seems from your example that you want a 6x6 scatter plot matrix??? You might wish to read the SAS/Insight documentation. Chapter 41 seems to be the chapter that discusses procedure syntax. Although the documentation also implies that the interactive mode might be a better way to use SAS/Insight. This web site has some good tips on using SAS/Insight: http://www.psych.yorku.ca/lab/sas/insight.htm
If you are using SAS/Insight as part of class, you may want to ask your professor or teaching assistant for help using SAS/Insight in your environment.