Nota Bene: Given that Python is now the language supported by SPSS, I would recommend you spend your energy on that language rather than on Sax Basic!!
The bad news is that there is very little specific SPSS Scripting information available for those who want to learn scripting. There is no "Sax Scripting for Dummies" to paraphrase the popular book series.
The good news is that Sax Basic is compatible with Visual Basic and there are hundreds of books on VB, including many introductory level books. I have purchased and do recommend Microsoft Excel 2000 Power Programming with VBA written by John Walkenbach and published by Hungry Minds, Inc. John's Excel Web site The Spreadsheet Page is probably the best one.
Get the applicable SPSS's Developer's Guide , this include a 10 Meg pdf document on scripting.
SPSS Training offers this 133 page, spiral bounded book: Programming Using SPSS Scripts. The cost is $99 US. I have a copy and, although I find it a bit expensive, I recommend it to persons with little or no VB experience. A diskette comes with the book. Here are the titles of the Chapters:
Chap1 Opening, running and modifying a script
Chap 2 The interactive debugging facility
Chap 3 The SPSS object model
Chap 4 Using dialog boxes with scripts. Part 1, creating and filling dialog boxes
Chap 5 Using dialog boxes with scripts/ Part 2, running options defined in a dialog boxes
Chap 6 SPSS output object model
Chap 7 Manipulating SPSS output with scripts
Chap 8 Autoscripting
Chap 9 Useful scripting features in SPSS
Appendix: Additional scripts
Some online VB and VBA code archives and Tutorials
(To be continued)