I just did a quickie program to grab the errors...

use allerrors in 0 && A table with two fields, errorno and errormess
** To hold the error number and message
** I made errormess a memo field as the longest error message
** runs to 194 characters
ON ERROR do addone with error(), message()

for i = 1 to 1115
error (i)
endfor

** For some reason error code 1116 won't let itself be grabbed with on error
** So I add it manually
APPEND BLANK
REPLACE errorno with 1116, errormess with "Too many windows open."

FOR i = 1117 to 2020
error (i)
endfor

** Remove bogus error codes
delete all for "Error code is not valid" $ errormess
set safety off
pack
set safety on
** There are a number of error messages with no number
** If you look in the online help under "Error messages
** by number" they are listed in the "*" section -
** These could be parsed out into records if need be as well
** with another program

PROCEDURE addone
PARAMETERS lcerrno, lcerrmess
APPEND BLANK
REPLACE errorno with lcerrno, errormess with lcerrmess

There's probably a more efficient way to do it - but this seems to work.