Use a CGM device driver. Ring SAS Tech Supprot and they will send you
details of which driver to use and how to set it up.
I use it and it works well.
Here is a macro I have used to set the goptions correctly, and select
a filename for the cgm file.
%macro plotdev (device, filename, preview);
%if %upcase(&device) = CGMMPPA %then %do;
%if %quote(&filename) = %then %let filename = GRAPH.CGM;
%if %index(&filename,.) = 0 %then %let filename =
filename gsfname "&filename";
%put graphics output will be printed to &filename;
goptions device = &device target = &device
htitle = 5 pct ftitle = HWCGM006
htext = 3 pct ftext = hwcgm005
gaccess = SASGASTD gsfname = gsfname gsfmode = replace;
goptions device = &device target = &device;
%if %quote(&preview) ne %then %do;
goptions device = win;