One thing that I did not see mentioned:

There is no requirement whatsoever that you use an exit routine named
IEFU29 for the exit.

So if you called it "FRED" (apologies to anyone named Fred out there) and
had suitable statements in your IPL-time PROGxx, the system would use FRED
and would not even try to locate a module named IEFU29.

This approach is followed for all the dynamic SMF exits.

Mark Zelden's append was fully correct with respect to how to get
USER.LPALIB first if that is what you feel you must do.

Peter Relson
z/OS Core Technology Design

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