I read in the SAS help documentation about how to create permanent data sets but I'm very confused.  My operating system is Windows XP and I usually store my data sets in the desktop directory.  I'm trying to use the corr statement,
ods graphics on;
proc corr data=sashelp.cars;
  var enginesize weight;
  with mpg_city mpg_highway;
run;
ods graphics off;
I know that we are using the variables from the sashelp.cars data set.  But I want to use the variables from a sas data set that I stored in my desktop.  How can I make reference to my data set, 
proc corr data=???;
in other words, how can I tell SAS that the data set I want to use is stored in my desktop and it's called let's say lossdata.