Am I right in thinking you are generating a Master Document and Sub Documents?
The problem here is that RoboHelp has to create a number of temporary documents in the process and Word notes any documents created. I doubt that RoboHelp can stop Word doing what it is set up to do. There is no interface option so pPlease follow this link and report it as a bug or feature request, depending on your point of view.
See www.grainge.org for RoboHelp and Authoring tips
I tried it again by deselecting the Create master document check box in the Print Document General dialog, and the same thing happened. So I guess generating a single document is always considered a master/sub-document situation by Word. I think I will submit a request.