Thank you all for your responses. As you can tell, I am not a SAS administrator, so your advice is much appreciated!
I have been able to figure out how to set things up, so I can develop Stored Process based Web Apps using the recommended SAS setup (i.e., the SAS Web Server), but at the same time retain my preferred setup for the SAS/IntrNet clients I am supporting. There is so much documentation out there, and a lot of it is completely irrelevant, so it takes some time to dig through and find the bits that are important. Thank you again!
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