If you have the right SAS components, you can export the dataset to Access. There's a wizard to help you do this (File- Export I beleive). This can also be told to save the generated code so you can then incorporate that into your programs.
The alternative is to export it to a text file, then import it into Access.
I've actually had problems using Enterprise Guide's export to Access process and it completely hung on me, so I generally export to a tab delimited text file, then import into Access.
Chris
Business Analyst, Code Monkey, Data Wrangler.
SAS Guru.