SAS is a great piece of software. Really, it is. As far as getting statistics done (and done well) it is in a league of its own. However, the user interface leaves a lot to be desired.
The little icon above the green arrow? Run all code (or run selected code).
The little icon above the red arrow? Delete all code and close the active file without saving with no confirmation.
Two small, black, similarly-shaped icons. One I use dozens of times in each session. One which I cannot think of a use for. And they put them right. Next. To. Each. Other.
Admittedly, this UI is not the latest and greatest out of North Carolina. SAS products ship with "Enterprise Guide" - a modern, workflow-oriented IDE for SAS. Enterprise Guide has incredible features and is thoroughly modern... but it is (in my experience) slow and overkill for many things. I just want to write some SAS code, see syntax highlighting, and run my code without worrying that I'll accidentally delete what I've been working on. I learned to use SAS through batch jobs on a UNIX system, so any UI is more friendly than the command line... but there has to be a middle ground somewhere.