When you have multiple predictor variables, it is possible that the proportional odds assumption is rejected globally, but proportional odds hold for some of the predictors. In that case, you might want to fit a partial proportional odds model. See the following link for information about fitting a partial proportional odds model:
http://support.sas.com/kb/22/954.html. My personal recommendation is to use the NLMIXED procedure rather than the GENMOD procedure to fit and test assumptions in PPO models.
Note, too, that it is possible to reject the proportional odds assumption, but there may not be a meaningful departure from proportionality. The test for proportional odds is known to be liberal, rejecting the assumption of proportional odds too often. You might want to graphically assess the proportional odds assumption for each predictor. If violation of the proportional odds assumption is not strongly indicated in the plots, then you may still be able to interpret the proportional odds model. For information on how to graphically assess the proportional odds assumption, see:
http://support.sas.com/kb/37/944.html.