Morgan Stanley was ordered by a federal judge yesterday to stop fighting subpoenas in a sex harassment case brought by four female employees. Manhattan federal judge Gerard Lynch chided the company for "considerable chutzpah" in trying to block subpoenas stemming from the case of Dawn Simmons. Simmons, an analyst in the Derivative Products Group in the company's New York office, filed a complaint with the Equal Employment Opportunity Commission last year. Simmons, who is African-American, charged that she was denied equal pay because of her race and was then punished for complaining. "There has been continuous mistreatment of myself and other African-Americans in the company," she claimed in an affidavit in the case. The EEOC then subpoenaed employment records, job descriptions, and any internal harassment complaints over the past three years. Morgan Stanley has refused, saying the requests are too vague and too difficult to answer.