Do you want to have a folder or library in you SAS system to direct a folder in you harddrive? If so, do the following.
1. Start SAS (I am using SAS 9).
2. Click Explore window (at the left side, there are 4 items in it:
Libraries, File Shortcuts, Favorite Folders, MyComputer).
3. Right click (you will see two items: open, new) and select new (or click file and select new)
4. Click the Favorite Folder or Library (what you want?) then click OK.
5. Write a folder name (or Library name, if you are creating a library) and find the folder.
6. Click ok to finish. You will see the folder under favorite folder or library.
Note: Remember to check the 'Enable at Startup' at right up corner if you are creating a Library.