This is not a stored process question. For help setting function keys or figuring out how to do it for SAS and Display Manager on your operating system, your best bet is to contact Tech Support. Visit http://support.sas.com and on the left side navigation area, you should see a link for "Submit a Problem".
Quite right, especially since I was able to redefine my F2 key on my Windows version of SAS.
As a general statement, Windows intercepts certain keys for its own functionality, and some keys will be locked from being changed by an application. Identifying whether Windows has redirected the key, whether SAS has imposed an installation restriction, or whether the user has tried to program an unacceptable key sequence requires a more intensive discussion than that which can be provided on a discussion forum.
I don't know how David changed his keys, but I issued the KEYS command; the KEYS window popped open; and I changed F2 to be CLE LOG; CLE OUT; by toggling my cursor into typeover mode and typing over what was showing.
That's why I recommended that you contact Tech Support. Unless your SASUSER.PROFILE catalog is set to read only (which is where the KEYS settings are stored), it is a mystery to me why you can't change your function key settings.
Some years ago, pre Version 8, I experimented with saving the user profile catalogs and copying sections when I moved from one site to another. By copying the DMKEYS and WSAVE objects I was able to go to a new site and work with a familiar layout. Unfortunately, for reasons I was never able to fathom, the profile catalogs would sometimes corrupt and I gave up the effort as too much effort for too little return.
Still, I do sometimes wish I could have made it work for my keys in the SCL editor, where I have a lot of colour coding and similar commands.
It seems that the catalog may be set to read only and the session may even have the NoRSasUser set, but this is going to take some close interactive work with Tech Support.