UNION and ORDER BY ... IS NULL ASC

PostgreSQL 7.3.2 on i686-pc-linux-gnu, compiled by GCC 2.95.3

I have come across some unexpected behavior while dealing with a UNION
and ORDER BY. I'd like some advice. Here's a scenario where I want to
order by null values:

CREATE TABLE test(a int);
SELECT a FROM test UNION SELECT a FROM test ORDER BY a IS NULL ASC;

returns:

ERROR: ORDER BY on a UNION/INTERSECT/EXCEPT result must be on one of
the result columns

whereas:

SELECT a FROM test UNION SELECT a FROM test ORDER BY a;

works fine. The column name is the same in both queries, yet I get an
error! Obviously, this is a gross oversimplification of what I want to
do, but I couldn't get it working in this minimal case. I also tried
using the column number, and that returns the same results as the name.
What am I doing wrong? Thanks for any info.
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AgentM
agentm(at)cmu(dot)edu