When creating a Help File with HTML help using context ID's you need to map each ID in the HTML project to a specific file.
Also you need to create aliases for each ID.

IF you want to do this the simpler, not easy but simple, create a Header file with all the IDs defined with the same value as themselves
.
Myheader.h
#define 1001 1001
#define 1002 1002

That way you can save the defining and then setup the alias of 1001 and associate with the content file.