Others may have a more efficient way of doing this, but here is my solution
names default to here(1);
dt=open("$sample_data/big class.jmp");
// Create a new table with the same number of rows and a new
// character column called Gender
dtNew = New Table("New Table", add rows(nrows(dt)),
New Column("Gender",character)
);
// Assign to all rows in big class that are females, the value
// of "Female" to the same rows in New Table
values = dt:sex << get values;
dtNew:Gender << set values(values);
dtNew:Gender[dt<<get rows where(:sex!="F")]="";
Jim