ALL CAPS IS EQUIVALENT TO YELLING, PEOPLE DON'T LIKE BEING YELLED AT, LESS YELLING WILL TEND TO RESULT IN MORE HELP.
The pass transistor(s) in a linear supply are supposed to have a DC safe operating area on the safe operating area graph, that's the thing you're looking for in the datasheet. Most power transistors designed/marketed for switching aren't specified for linear/DC use though some older ones are. Be careful with that, stuff can be redesigned, a 20 year old datasheet from brand A does not guarantee performance of a new part from brand B.