>REXX programs cannot be written inline. You must save it in a PDS. You
then
>allocate that PDS to either SYSPROC or SYSEXEC.

Just in case someone ever finds this in the archive: "must" is a bit too
strict.

It is quite usual but not necessary to store REXX programs a members  in
a *PDS*. A REXX program can well be run from a simple sequential data
set. 
What changes is that you cannot use the "%" syntax to run it. "%FOO"
searches //SYSEXEC, then //SYSPROC for a member with that name.

To run a REXX from any sequential data set, code:
    EX 'your.rexx.ps.data.set'

And to be complete, to run a REXX from any member in any PDS (not
necessarily allocated to //SYSEXEC or //SYSPROC), code:
  EX 'your.rexx.pds.data.set(member)'

--
Peter Hunkeler

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