/sys$common/syshlp/helplib.hlb MESSAGE, /LIST, Example  *Conan The Librarian (sorry for the slow response - running on an old VAX)

  $ MESSAGE/LIST=MSGOUTPUT  COBOLMSG

      This MESSAGE command compiles the message source file
      COBOLMSG.MSG and creates the output listing MSGOUTPUT.LIS in
      your current directory.