You need to make a particular kind of cross-tab between two "numeric" sets of variables.
By "numeric" we mean that the table for the data shows Averages rather than Percentages.
The quickest steps would be:
1. Make a cross-tab between the two sets of data. You can use INSERT > Table to make a new table, or work with an existing table. In HOME > Data Selection the Show and By dropdowns should have the two sets of data selected.
2. If the data is already in the appropriate form then the table will show "Correlation" in the top left.
3. If the data is not in the right form then it can be changed by selecting one of the rows of the table and then selection DATA MANIPULATION > Structure > Averages (this treats the data as "numeric")
4. Do the same thing for the columns.
The resulting table should now show a correlation statistic.