how to create a child document

[Wolfgang Engelmann]

I want to create a child document for chapter 1 of a book (Koma-script) 
in LyX. In the help file 'Embedded Objects' it is, as far as I can see, 
not described how to create it.
What I do:
1- In the table of content of the outline I go to chapter 1 and 
mouse-click right.
2- I select section (which is actually a chapter) which blues the 
chapter (except the title of the chapter)
3- I choose Insert > file > child document
4- A box pops up 'LyX Child Document' and here I am lost:
There is a line File: ..... Browse ...
but if I enter in either File or Browse a name for the child, say 
Chapter_1 I am told that the file could not be found.

Could somebody kindly tell me what has to be done in order to get the 
selected chapter exported as a child?

Wolfgang