varadhu,
Dick is right that you haven't given enough information. But the general way to do what you want would be to use an OUTFIL statement with a HEADER1 operand for each output file, e.g.
OPTION COPY
OUTFIL FNAMES=OUT1,REMOVECC,
INCLUDE=(condition),
HEADER1=(DATE=(4MD/))
OUTFIL FNAMES=OUT2,REMOVECC,
SAVE,
HEADER1=(DATE=(4MD/))
INCLUDE and SAVE are one way to split a file. There are many others depending on how you want to split it.
For more information, see the "Five ways to split a data set" Smart DFSORT Trick at:
http://www.ibm.com/systems/support/stor ... vs/tricks/The REMOVECC operand removes the ANSI carriage control characters (e.g. '1' for eject). If you want them, don't use REMOVECC.