Adding What's this - Help

I want to add help to my program's buttons. I have set these:

BorderStyle - Fixed Single
MaxButton - False
MinButton - False
WhatsThisButton - True

And I have set WhatsThisHelpId numbers. Question is, were do I write those help texts like:"this buttons starts program"? In file? And example of that file could be nice.

For example: help for start-button. Id=2001

If you only want a short description, it would be much easier to
use tooltiptext. Compiling what's this help is a real pain in HTML
Help, and it could be just as hard in the older windows help.