I've seen a number of queries on the forum here which I did not know the answer, but which took me just a few minutes to track down on the web, so I thought I would share my problem solving techniques here.
1 - The most important problem solving tip for people new to SAS, is to start from the top down. Ignore that "Format not Found" error if there is an error earlier in the log. Some SAS error messages can be hugely misleading. For instance, the "Format Not Found" error can actually be caused by the variable you are applying the format to, not exisiting on the input dataset. Go to the first error and solve that one first, then try again.
2 - RTFM. If you don't have the paper manuals, SAS has an online version of the SAS manuals available at http://v8doc.sas.com/sashtml/ This is searchable and with some practice you can trim your searches down pretty quickly. The interface on the left of the screen allows you to pick which manuals you want to search, gives you access to the index, or allows you to browse a specific book. This should be the first port of call for anything you don't understand. I find the manuals to be very clear and generally well laid out (with some exceptions)
3 - Check out the support site. http://support.sas.com/ This site has a built in search engine, if you have an error message you can't figure out, submit the message text in the search box and see what it brings back, generally you'll find some help here pretty quickly. Again, this gets easier with practice.
4 - Ask the programmers around you at your place of work. Alot of the time, as you'll be doing similar work, you'll have similar problems, some of which they'll have solved. Don't be afraid to ask, it's the best way to learn. Also, when it comes to problem solving a second set of eyes can solve the problem in seconds when you've spent hours staring right at it (even if they aren't a SAS programmer). This happens to me frequently. We all do this in my office, when we get stuck staring at a problem, we go talk it through with someone else. Sometimes even explaining the problem to someone else can give you the answer as it forces you to think through it in a slightly different way.
5 - Google Search. Google frequently helps me out of sticky problems, just search on 'SAS' followed by some key words relating to your problem (my most frequent search is 'SAS ODS') and have a quick browse through what you find.
6 - Search this forum.
7 - Post the problem on the forum, if you get the answer later by another means, remember to post the solution under your query for the next person who hits that problem.
8 - No help so far? Try SAS support if you have a support contract with them. They get back pretty quickly and are generally pretty much on the ball. You can access the help request details from the SAS Support site shown above.