Hi Martin,
What version of Visual Analytics are you using? The %SHPIMPRT macro was introduced in VA 8.2 - it seems the macro is not available in your environment suggesting an older version or an instance of SAS which hasn't been updated yet. You may also look into PROC MAPIMPORT which is provided as part of the SAS/Graph package and provides similar features.
If you are using VA 7.4 - you may also check out related information about importing custom polygons as part of the administration guide.
Hope this helps!! Regards, Falko
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