I'm a total newbie to Kile and LaTeX, so go easy on me

I have installed Kile (and Lyx) in Kubuntu 9.10. Lyx works fine, but I've been trying to mess around with Kile but I get the same error message no matter what I do -
"Could not determine the master file for this document"
This seems to happen no matter what template I follow, whether the document class is book, article etc.
What does this error message even mean?

I've tried googling for an answer, but got nothing helpful. Any ideas?
Thanks in advance!