There is actually several ways of doing this.
Some maybe platform dependent. For example if your running on UNIX you could split the code in two sas programs and execute them separately (sas prog1.sas & and then sas.prog2.sas &)
Or you could issue from SAS the X command with the NOWAIT option set (executes asynchronously), which is the same thing but started within SAS.
Or (and this one, would be my favorite) if you want to control the threads from SAS (say, wait for both to end before proceeding with some other thing from SAS) and have the SAS/CONNECT licensed at your site, you could use the MP/CONNECT technique and submit both piece of codes each on a autosignon session.
see:
http://support.sas.com/rnd/scalability/connect/mp.html
Greetings from Portugal.
Daniel Santos at
www.cgd.pt