The first mention of a possible Order of Merit was made following the Battle of Trafalgar in 1805 , in letters between the First Lord of the Admiralty , Lord Barham and Prime Minister William Pitt , though nothing came from the idea . The first mention of a possible Order of Merit was made following the Battle of Trafalgar in 1805 , in correspondence between First Lord of the Admiralty The Lord Barham and William Pitt , though nothing eventuated from the idea .