Well, it looks like most of my problems stem from the fact that I'm not an admin on my system. I have managed to write datasets with the above technique given that I have write privileges on the directory with my account (duuh). Allas, the x command is stubborn and won't work lest I get myself an admin account. So, two choices to «solve» this problem: 1. Get administrator privileges. or 2. Forget the workspace manager. Use OleObjects.
While less elegant and perhaps more time consuming upon execution (not tested) OleObject will let me use SAS to its full extent. Here is the VBA code:
Dim OleSAS As Object
Set OleSAS = CreateObject("SAS.Application")
OleSAS.Visible = True
OleSAS.Top = 1
OleSAS.Title = "Automation Server"
OleSAS.Wait = True
OleSAS.Submit(yourSAScode)
OleSAS.Quit
Set OleSAS = Nothing
If you want to run a specific process and change some macro variables as with *ProcessBody; just do OleSAS.Submit("%let "& variable_name & "=" & "yourValue") and OleSAS.Submit("%include" & your_program).
Anyway, I'm pretty sad of loosing the Log report return that I had with the Worspace Manager, it was really great for fast debugging. Hope this was usefull.