Are you using the Unix version of SAS? Or the Windows version?
I've never used the Windows version; but, with the Unix version, I always used either .csv's or .dbf's to move between SAS and Excel.
Have you tried support.sas.com? There is a TON of stuff on there that should help you with whatever question you have...
Also, The Little SAS Book (by Lora D. Delwiche & Susan J. Slaughter) is a GREAT reference guide for anyone learning SAS.