PROBLEM: I want both the LOG and OUTPUT information to appear in the
         same file, so that my program statements will be followed by their
         output for comparison of SAS statements and the output they generate  

SOLUTION: Use PROC PRINTTO with two FILENAME statements, but make both
          FILENAME statements point to the same file.

EXAMPLE:

options linesize=80;

/* TWO diferent filename statements point to the same 'output' file  */ 
filename test1 'file1.out';
filename test2 'file1.out';

/* PROC PRINTTO redirects the log (LOG) and output (PRINT) files   */
proc printto log=test1 print=test2;
data temp; input a b;
cards;
4 5
5 4
3 3
6 8
4 6
5 6
;
proc glm; model a=b;
proc corr;
proc freq;
run;