***ARDLIB warning: Filename some_file.fits does not specify an extension. 
Assuming the first "interesting" extension.

The warning - often generated by the merge_all and acisspec scripts - is alerting the user that ARDLIB expected an input filename to have the desired block (aka extension) specified and it was not. For instance, "some_file.fits" was input instead of "some_file.fits[EVENTS]" or "some_file.fits[2]" (providing that EVENTS is the second block). If the block is not specified, ARDLIB uses the first "interesting" one; this is usually the EVENTS block in the case of an event file, the ASPHIST block for an aspect histogram, and EVENTS_IMAGE for a WMAP.

In most cases, e.g. the scripts mentioned above, this warning may safely be ignored. If you're not sure what the first block is, use "dmlist some_file.fits blocks" to list the blocks in the file. If a block other than the first interesting one is desired, use the syntax shown in the previous paragraph to specify it.