Thanks to Donna, Reid, and Jeff for suggestions relating to subject. I
probably should have said that I was doing the check from within an MPEX
cmd file. MPEX has a function, FTEMPEXISTS, which does this.

    if TEMPEXISTS("tempfile") = true then

I have another question for anyone who is familiar with MPEX's Print
command. When I use MPEX to do a print/search for a string within a
fileset to stdlist, the results come out as:

/%PRINT HRR00@PS;SEARCH=CL "INCLUDE";NUM
-----Printing HRR001PS.PROHR.PDEV
   56     $INCLUDE HRRINC1A
   59     $INCLUDE HRRINC1B
-----Printing HRR002PS.PROHR.PDEV
   62     $INCLUDE HRRINC1A
   65     $INCLUDE HRRINC1B

But, when I do this within the cmd file, I get the above but not the
"-----Printing..." line.
Basically, what I am trying to do is a search of a fileset for a string
and writing the results to a temp file, and I would need to have not
just the line number where the string occurred with in a file, but also
the name of the file.

Any ideas on this?

Thanks again,
Jay