You can use any of four variations of the SET command:
      SET DEFAULT temporarily sets your default CDD directory.
      SET PROTECTION modifies access control lists.
      SET ABORT and  SET  NOABORT  control  whether  a  series  of  DMU
      commands executes to completion after CDD or DMU errors occur.
  Command Syntax:
      SET DEFAULT path-name
      SET  PROTECTION   uic-   or   rights-specification   [qualifiers]
      path-name [,path-name]...
      SET [NO]ABORT