Explore using SAS data literals where the string is surrounded in double-quotes and suffixed with a "D" character, telling SAS that the character literal is to be interpreted as a DATE. Or depending on the format (if not ddmmmyyyy or ddmmmyy format) you could also use the SAS INPUT function to read up a character string and let SAS covert it to a SAS numeric variable (internall represented as days since 1/1/1960).
Have a look at the SAS support
http://support.sas.com/ website and use the SEARCH facility to look for the phrase Working with Dates - you will find several DOCUMENTATION links and supplemental technical/conference papers referenced.
Scott Barry
SBBWorks, Inc.