You save your self written NCL procedures in a Dataset concatenated to the COMMANDS-Library and can choose any name But there is a limitation you should follow in order to avoid problems starting that NCL:Do not use the names or parts of OCS commands as names for your NCL.
If you do so you need to enter
START <name_of_NCL> [ENTER]
in the Command Line of OCS.
Same problem arises when the name of your NCL is an unambigious abbreviation of a command; your NCL is not started but the command is executed.