VB Help File — .chi

I am developing a help project for my VB program using MS HTML Help Workshop version 4.74.8702.0. The .chm file works just fine in testing. When I point to this file in the project properties, F1 brings up this file no matter which window is active. Great! When I compile this program using the P&DW, it asks for — no, demands — a similarly named .chi file. What is this? What is it for? How to I make one? Thanks.