That paper was written quite awhile ago and there have been a number of graphing advances. Take a look at PROC SGSCATTER (in SAS/GRAPH). It may do what you want with a lot less heartburn.
Now I see from an earlier post
http://support.sas.com/forums/thread.jspa?threadID=11226&tstart=0
that you do not yet have SAS9.2 and therefore SGSCATTER is not available.
The macro presented in the paper is creating a series of independent graphs and then pasting them into a graphics template (different than an ODS template). I have not tried the code, but it may work 'out of the box' for you. If not, there will be several learning opportunities for you. Good luck.
OK so I was curious. I tried the %PLOTMAT macro on three variables in sashelp.class and it worked as advertised.
