The quantiles in this case (5) are quintiles.
Investigate
Proc Ranks groups = 5 data = have out = want /*descending ? */;
Var income ;
Ranks income_group ;
Run ;
[untested]
This will number your income values in groups labelled 0 - 4 (4 highest, use descending to reverse the numbering). Add 1 to income_group to get labels 1 - 5. Multiply by 20 if you want labels like 20, 40 60, 80.
Richard