Alternatively you are trying to sort or merge a file that is not open with the correct permissions.
Alternatively you have set the TMP environment variable to point to a directory that does not exist.
Alternatively you are trying to run a SORT with a SORTSPACE too small to do so.
Alternatively the SORTSPACE you have set is too small for the SORT you are performing.
Resolution:
Recode your program to ensure that it does not execute more than one SORT or MERGE at any one time.
Check that the files are open with the correct permissions.
Set $TMP to point to a directory that does exist or unset $TMP.
Set SORTSPACE to something more appropriate.
Either increase SORTSPACE or set SORTSCHEME=0 if it is set.