Helen,
Chuck's right; it's a Unix shell script. I'm not sure of which flavor of Unix you have, but I do know that Solaris 9 does not support data compression through the server (Solaris 10 does; it may be worth the migration for that one feature). When a file is gzip'd, there is typically an 80% savings in disk space on a SAS dataset, so there is significant value to the Unix admin to having the files as .gz (in particular, for backup times).
It's a bit of a pain for EG users storing the data on Unix. A kluge work-around would be to have a personal Unix scheduled task (cron) to sweep through the data directories and do a daily gunzip of the files (gunzip changes the non-root owner of the files, so the user needs write and delete access to the directory).
To find the script, the Unix admin's are probably going to have to go through the root user's crontab.
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