PLEASE READ THIS. It came to my attention recently that in order to use the SAS Macros for WinBUGS, one has to start SAS from its local directory, usually c:\Program Files\SAS\SASFoundation\9.2 for SAS 9.2. So go to that folder, and click on sas.exe to start SAS instead of using the shortcut either on your Desktop or start menu. I'll try to fix this ASAP.
NEW An example to use SAS and OpenBUGS is available now. Click here to see it.
This is a support page for one of our papers: Using WinBUGS inside SAS for Bayesian Analysis: With an Example of Fitting a Growth Curve Model. You will find the related macros and the program we used in that paper.
Questions on how to use WinBUGS from SAS can be asked at http://www.statisticalexperts.com/forum/forumdisplay.php?fid=34