ALCOBJ of a file with no members

Today I wrote a simple CL program that needs to take *EXCL control of a
file. When this work starts, the job should have NO members at all, and
the job will go adding some members. At the end of the job, all members
will be removed (normal end of work).
When allocating (ALCOBJ) an object of type *FILE, you can specify no
member in the command (then Allocate is done on the whole object) or you
can also specify the member you want to specifically allocate. In this
case you get a *SHRRD on the file and a *EXCL on the Members data.
So far, so good.
But what happens if the file has no members at all? I just want to make
sure nobody else is going to be able to do anything to that file while
I'm working on it. So ...?
Doing an ALCOBJ  (in my case, for *EXCL use) of a file which has no
members at the time ALCOBJ is done, you get two messages:
-  Diag     CPF0944 : file has no members...
-  Escape CPF1085 : Object has NOT been assigned (not sure about the
translation to english, but what it says is you have NOT got the
allocation requested).

Is this how it is supposed to work? ("working as designed" ?)
How can I get *EXCL control of a file with no members?

One can think of checking for members in the file before the ALCOBJ. If
none, add a dummy member.
Then do the ALCOBJ,  then RMVM the dummy member...
Seems simple, although "poor" , isn't it?
But I've done it , and once done, you have NO locks on the file anymore!
So that's no solution either.

So, how can I get *EXCL control of a file with no members?
TIA
--
-------------------------
Antonio Fernandez-Vicenti
afvaiv@wanadoo.es