cuffmerge fail

[papori]

Hi ,
i am trying to use cuffmerge from Cufflinks after doing all steps in "getting started page"
in the 3 step when i was trying to merge , i am having this error:

[Sun Jul 31 22:53:56 2011] Beginning transcriptome assembly merge
-------------------------------------------

[Sun Jul 31 22:53:56 2011] Preparing output location ./merged_asm/
Warning: no reference GTF provided!
[Sun Jul 31 22:53:56 2011] Converting GTF files to SAM
[22:53:56] Loading reference annotation.
[22:53:56] Loading reference annotation.
[Sun Jul 31 22:53:56 2011] Assembling transcripts
You are using Cufflinks v1.0.3, which is the most recent release.
[bam_header_read] EOF marker is absent.
[bam_header_read] invalid BAM binary header (this is not a BAM file).
File ./merged_asm/tmp/mergeSam_fileuL7Jzz doesn't appear to be a valid BAM file, trying SAM...
Error: sort order of reads in BAMs must be the same
[FAILED]
Error: could not execute cufflinks


how can i solve it?
do i have to sort some files?

thank in advance..
Papori