Specify a second catalog entry and menu bar. The MENU statement specifies ENTRDATA as the name of the catalog entry that this RUN group is creating. File is the only item on the menu bar. The selections available are End this window and End this SAS session.

     menu entrdata;
        item 'File' menu=f;
        menu f;
           item 'End this window' selection=endwdw;
           item 'End this SAS session' selection=endsas;
           selection endwdw 'end';
           selection endsas 'bye';
   run;
quit;