That's what happens when you take a break! I've not posted in here for a couple of months; my first post after my break (NOTE: When WORK is not WORK) looks a little sloppy. Damn!
The information was technically correct, but I've had a couple of polite comments providing me with clearer, better information.
Firstly, Linda drew my attention to the fact that the example I had provided only worked for Unix. I assigned the USER libname to "~". The squiggly line (called Tilde) means "my home directory" in Unix, but has no special meaning on Windows. Replace the tilde with a valid Windows path, e.g. "c:\", and you'll find it works a treat.
And then Chris found what I had singularly failed to find (despite some considerable searching). I had found Unix documentation for the USER library, but I couldn't find it in any OS-independent documentation. Chris pointed me straight to the right place in the SAS(R) 9.3 Language Reference: Concepts manual.
My thanks to Linda and Chris for taking the time to post comments.
As my history teacher used to write in my reports: "must try harder"!