You can use PROC CONTENTS to view the file and see what is the problem. It might be best to "convert" the file in a DATA step to a SAS file.
See http://support.sas.com/documentation/cdl/en/movefile/59598/HTML/default/viewer.htm#a001003262.htm
Norman.
The foreign message is telling that the SAS dataset is converted to a native one while processing.
You are having either a binary copy of a different SAS system or some old SAS version.
That one doesn't hurt you now...
The error is telling you codes the proc reg pacjage wrong. RE-check it very detailed and look where the underscore is pointing http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_reg_syntax01...
look at the output statement I cannot find it in the syntax the way you have coded
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