Julrik,
Try something like this, I believe you'll need SAS/Access for MS Sql Server to do this. The libname has certain options and depending on how your system is set up you will have to make adjustments to fit your particular needs.
libname sqlsrvr oledb provider=sqloledb properties=("data source" ='DEV9\DEV9' "Database" ='DEV9'
"Integrated Security" ='SSPI' "initial catalog" ='master')
schema=dbo BCP=YES BCP_ERRORFILE="Z:\error_out.txt";
data SAS_DATA_SET_NAME_HERE ;
set datain;
run;
proc sql;
create table sqlsrvr.SQL_SERVER_TABLE_NAME_HERE as
select * from SAS_DATA_SET_NAME_HERE;
quit;
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