Thank you for your answer. Even when using "&path", I was still getting error messages ("file doesn't exist"). So I went through the process (for the fourth or fifth time) of setting up the data according to the instructions. I thought I had found the problem (something to do with the location of the unzipped files and the EGP file). But when I reopened the EGP file later, I had the same error messages as before. And then I finally noticed the real problem. Each time I did the data setup, I never had any error messages when executing the two setup programs. But apparently when I reopen the project afterwards, the autoexec doesn't run correctly: part of the code (specifically the libname statement for creating the PG1 library) isn't executed, which blocks the second part of the setup from running correctly (52 error messages). When I rerun the two programs manually, everything runs as it should, problem solved! Quite a steep learning curve, I have to say, but I'm glad I'm finally able to move forward with the lessons...
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