I forgot to post my ineficient solution.

[ANDRES ALBERTO BURGA LEON]

I've forgot to said that I've come with the solution:

DATASET COPY  n02.
DATASET ACTIVATE  n02.
FILTER OFF.
USE ALL.
SELECT IF (n = 2).
EXECUTE.
DATASET ACTIVATE  principal.

FILTER OFF.
USE ALL.
SELECT IF (n  ~=  2).
EXECUTE.

ADD FILES /FILE=*
  /FILE='n02'
  /FILE='n02'.
EXECUTE.

DATASET COPY  n03.
DATASET ACTIVATE  n03.
FILTER OFF.
USE ALL.
SELECT IF (n = 3).
EXECUTE.
DATASET ACTIVATE  principal.

FILTER OFF.
USE ALL.
SELECT IF (n  ~=  3).
EXECUTE.

ADD FILES /FILE=*
  /FILE='n03'
  /FILE='n03'
  /FILE='n03'.
EXECUTE.

and so, until n = 12.

But I need less sintax lines...