error "no source files in list"

I am using the keil PK51-2k compiler
and i make a projekt and then start with the function "file:new" and write my program and then i want to use the function "make:build projekt" i get always this error "no sources files in list"
but on the other hand when i dont use the "make:build projekt" but the function "compile file" it goes tjrough and give me a *.c ; a *.lst ; a *.obj
So i am new to this and on this version you dont get the 3 big manuals ( it should included by it for something worth a 250$) so can someone please help me out on this?

Thx in advance,

Jimmy Tinel
Belgium