It is not straightforward and took me a while to figure it out, and hope it helps for many people, ^_^

Increasing/allocating more memory in SAS
How to increase the amount of memory available for a SAS Program on CISER servers?

• Go to C:\Program Files\SASHome\SASFoundation\9.4
• Copy sasv9.cfg (SAS Confugration Information)
• Go to u:\Documents\My SAS Files\9.4
• Paste sasv9.cfg
• Go to Start→All Programs→SAS then right-click on SAS 9.4 (English)
• Select Send to→Desktop to create a shortcut
• Go to the Desktop, right-lick on the SAS shortcut, then open Properties
• Modify the Target. Replace the segment that says:

  -CONFIG "C:\Program Files\SASHome\SASFoundation\9.4\nls\en\sasv9.cfg"

  with this one:

  -CONFIG "U:\Documents\My SAS Files\9.4\sasv9.cfg" -memsize 0

• Click OK, then OK.
• Invoke SAS