Not from within SAS.
The Unix Admin has some tools that he or she could use to prevent download, but the ones I know about are pretty Draconian.
There are also some PC tools (actually unix tools ported to the PC) that would allow the PC admins to find Unix originated SAS datasets on the PC. They could also use PC tools to create a list of SAS datasets on the PC and then use SAS to open each to see if it came from Unix. That's a bit messier, but saves having to purchase (or compile) the Unix tools.