IBM REXX Question:

Make sure the Exec starts with the /* REXX */ comment.
TSO EXEC 'hlq.your.dsn(member)' runs Rexx in exactly the
same way as it would a CLIST.
TSO EX yourlib(member) E uses a suffix of EXEC and the TSO
profile prefix to form a full DSN
of 'your_prefix.yourlib.EXEC(member)'
The SYSEXEC concatenation can be used to run execs using
TSO execname. The SYSPROC concatenation will do just as
well, but is really intended for CLISTS.
TSO %execname parameter_string allows you to pass a
parameter string to the exec, note that this string is only
a single argument, not multiple arguments as can be used
when calling from within an exec. The '%' instructs TSO to
not use loadlib concatenations when constructing the search
path.
For running Rexx in batch:

Create a batch environment for the Exec to run in with
PGM=IRXJCL, PGM=IKJEFT01 or PGM=IKJEFT1B
IRXJCL is a straight batch environment
IKJEFT01 and IKJEFT1B are the TSO in batch programs.
Put the Rexx exec libraries in the SYSEXEC DD
concatenation.
Call your exec via the PARM='yourprog' or as input in the
SYSTSIN DD