How do I calculate time dependent covariates in SPSS?

I am new to survival analysis and would appreciate some help! (I'm from psychology, and my discipline does not tend to conduct survival analysis)

At the moment, I am having difficulty calculating time dependent variables in cox regressions.

Intro to my data:
7 waves of data
V1: event or censor (1,0)
V2: Time of event or wave of last participation (1-7)
V3: Covariate (continuos measure, assessed at each wave)

I plan to run 2 models. The first model will look at the hazard of the baseline value of the covariate (V3). I am having no problem with this model.

The second model will look at the hazard of the time-dependent covariate. This is the step where I am running into problems! I do not know how to practically create the time dependent covariate in SPSS. I know that the spss dialogue box offers "T_"....but I am not sure how to create a command.

I am also have problems determining how to prepare my covariate. It is continuous. If I create a time-dependent variable, can I keep the variable as continuous? Or do I have to dummy code it (e.g., high on V3 vs. low on V3)?

I would appreciate any offers of assistance, included recommended books, chapters, or articles.