You can redirect error output from the workstation screen to a file, using 2>. (As you remember, 2 is the file descriptor for stderr.) For example:

sort -u filea 2>errfile

sorts filea, checking for unique output records. Any messages regarding duplicate records are redirected to a file named errfile.

If you do not care about seeing the error output, you can redirect it to /dev/null (also known as the bit bucket). This is equivalent to discarding the error messages.

sort -u filea 2>/dev/null