CHI file?!?!?

I'm running the PDW wizard on my app.
It's giving me a missing file warning about a myappsname.CHI file.

I haven't made any files with that extension.
I've run a search against every file in the project folder and couldn't find a reference to it.

Anyone know what the PDW is looking for?

Edit:
Just did a web search for CHI files, found a ref to help files.
I have a chm file, but no chi.
Is this a problem?

See HTML Help vs. The Package and Deployment Wizard: A Note to VB and Office Developers.

The PDW was never updated to reflect changes in CHM technology back in 1998. You can skip these since you cannot create external CHI info files. Or move to VSI 1.1 which doesn't require them.