Practice practice practice.
I always find that the hardest thing to do is START writing a program. The first stage is when you amend existing programs to get them to do what you want.
The second stages of programming is when you can start with a completely blank page, possibly the most frightening thing when you're a beginner.
If you are at a company where there is an existing stock of SAS programs available to you, I'd recommend working through them and working out what they are doing and how.
Re-writing those same programs is another good method.
When I first started programming in SAS, I did the simple training course on line, and was then basically thrown work by the guys around me, all experienced SAS programmers. These guys would then walk me through the code I'd written, explain better ways to do it, or why certain things don't work, best practices etc. That worked really well for me. If you can find yourself a SAS programmer in your office that is willing to help you out, then this I think is the best way.
Chris
Business Analyst, Code Monkey, Data Wrangler.
SAS Guru.