I have 3 outcome scales (scale1,scale2,scale3). One categorical IV (A-4 levels) and one categorical Covariate (B-4 levels). I want to basically do an ANCOVA and make comparisons between adjusted A means. Does the following code do that?  

GLM scale1 scale2 scale3 BY A B
  /METHOD=SSTYPE(3)
  /INTERCEPT=INCLUDE
  /EMMEANS=TABLES(A) COMPARE ADJ(BONFERRONI)
  /PRINT=DESCRIPTIVE ETASQ
  /CRITERIA=ALPHA(.05)
  /DESIGN= A B.

(The A*B interaction was not significant.)

Also, I'm looking for a reference to this approach: treating a categorical covariate as a factor in the analysis.  I came across blocking in ANOVA, but no reference was provided. In Bruning & Kintz's Computational Handbook of Statistics this approach is referred to a Treatment X Level design.   

Any suggestions will be greatly appreciated.