2.5.2 Entering DCL Commands
  You can enter DCL commands while in the BASIC envi-
  ronment by preceding the commands with a dollar sign ( $ ).
  VAX BASIC passes the command to DCL for execution. The
  program currently in memory does not change.

  BASIC starts a subprocess to execute the command, and the
  command executes in the context of that subprocess. This
  can sometimes produce unexpected results. For example,
  entering the SET DEFAULT command sets the default for
  the subprocess but not for the process in which BASIC exe-
  cutes. The newly set default exists only until control returns
  to VAX BASIC.