VMS Help MESSAGE, /FILE_NAME, Examples  *Conan The Librarian (sorry for the slow response - running on an old VAX)

    1.$ MESSAGE COBOLMSG

      This MESSAGE command creates the message object module
      COBOLMSG.OBJ by compiling the message source file COBOLMSG.MSG.
      The default qualifier /NOFILE_NAME is implied.

    2.$ MESSAGE/FILE_NAME=COBOLMF COBOLMSG

      This MESSAGE command creates a message pointer file
      COBOLMSG.OBJ, which contains a pointer to the nonexecutable
      message file SYS$MESSAGE:COBOLMF.EXE.