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The average file that you find in a home depot or hardware store is completely different than a ski tuning file. A ski edge is hardened steel. You need a special grade of file to be effective on a metal that strong. The common file will not work. You do not want to skimp on something that is going to effect the edge on a $1000 dollar pair of skis. Spend the extra $20 and get a decent ski tuning file.
Found this on the Tognar site and it pretty much answers my question. I also makes MarkC correct:
The steel edges on most recreational skis and snowboards are rated 42 to 51 (Rockwell hardness) but can go as high as 60 on some racing models. Ideally, a file should be at least 10 percent harder than the steel edges you're filing...so don't expect a typical hardware store file with an average hardness of 45 to 52 to last long. Although cheap to buy, they prove most expensive in the long run. Our files have a Rockwell hardness of 68 for long life.