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

 file-spec

    Specifies the message source file to be compiled. If you do not
    specify a file type, the default is .MSG. Wildcard characters are
    allowed in file specifications.

    If you specify more than one message source file, separated
    by either commas or plus signs, the files are concatenated and
    compiled as a single file.

    If you specify SYS$INPUT, the message source files must
    immediately follow the MESSAGE command in the input stream, and
    both the object module name, identified by the /OBJECT qualifier,
    and the listing file name, identified by the /LIST qualifier,
    must be stated explicitly.