sigining host certificate : index.txt not found

hi
while sigining the host certificate using the command

>>openssl ca -in hostReq.pem -days 730 -out hostCert.pem -notext

after asking for PEM keyword , tries to open  index.txt, and gives an error
when it is not found.
where is this file generated or kept . ?
i followed the steps for generating the certificates as given in on
strongsec webpage.
what could be the mistake,pls  help

thanks and regards.
kausty