步骤1：找到sas的安装目录，找到后缀为cfg的配置文件，不同sas版本会有不同，sas9的是SASV9.CFG，用记事本打开，看看里面是不是有配置信息，如果指向了另外的路径，就找到那个路径，在我的机子上是安装目录下/nls子目录/zh目录。

步骤2：用记事本打开这个配置文件sasv9.cfg，找到
/* Setup the default SAS System user profile folder             */
下一行引号内有一个地址，默认是我的文档中的地址，你把它改一下即可，比如我的改成了
/* Setup the default SAS System user profile folder             */
-SASUSER "d:\"
也就是从D盘打开，你可以根据你的需要进行修改

步骤3：保存文件，重新打开sas就可以了，其他的路径设置类似。如果还不行，看看改其他的地方，都在这个cfg文件里

这个问题我也很困惑

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.