/sys$common/syshlp/helplib.hlb MERGE, /WORK_FILES, Full Description  *Conan The Librarian (sorry for the slow response - running on an old VAX)

    Sort does not create work files until it needs them. If Sort
    needs work files, it creates them, places them in the SYS$SCRATCH
    directory, and assigns them SORTWORKn logicals. Usually, there
    is no advantage to requesting more than one work file. However,
    if the available disks are too small or too full for Sort work
    files, you can increase the number of work files to make each
    work file smaller.

    High-performance Sort/Merge: You can also enhance performance by
    assigning each work file to a different disk.