This page gives, as examples, the Kenny & Judd analyses, but using a macro written by myself and described in: Wood, P. K. & Erickson, D. J. (1998). Estimating interaction and nonlinear effects with SAS. in R. Schumacker and G. Marcoulides (Eds.) Structural Models of Interaction Effects. (pp. 101- 124). Mahwah NJ: Erlbaum.
Probably, in most situations, it is preferable to model interactions using the technique described by
Klein, A. G., & Moosbrugger, H. (2000). Maximum likelihood estimation of latent interaction effects
with the LMS method. Psychometrika, 65, 457–474.
I've uploaded copies of the data sets and Mplus scripts based on the examples of the Kenny & Judd paper below.