ENVI doesn't really use the 'No data' concept but you can set your mask background to 'NaN' if your data is floating point. So, you might need to convert your data to float, then apply the mask where you can set the background value to NaN.

Hi, Are you suggesting there is another/better way to deal with 0 values around the edges of imagery? I am wondering how best to deal with it because they are influencing my classification. Do you have another recommendation, or is masking the best way? Seems like there should be a more automated way to deal with it, especially when working with multiple image tiles and having to create a new mask for each one. thanks

Currently, the only way to exlude data from a process in ENVI is to use a mask. I believe there is work towards using a Data ignore value in some processes in the next version of ENVI.