It has been a while since you posted this, but since nobody
answered you - here is some information:
The HTML Help compiler will copy external files into your
.chm file if they are in your project folder - even if they are not
in your project! I consider this an awful bug but some people look
at it as a great feature. In either case it is something you need
to be aware of and live with.
As a help author, if you copy the external file into your
project folder to test the link (a sensible thing to do, no?) it
will then get compiled into your project unless you remember to
remove it before compiling. If it gets compiled into your project,
the help engine will look there first when the user tries to access
it and get the old file rather than the updated one in their
folder. So, in short, do not copy the external files into your
project folder. If RoboHelp is doing this automatically I suspect
you are not creating the link properly.
John