[Tugindia] Bibliography at chapter end

[N Vinod]

Dear all,

I want to put bibliography at the end of each chapter. I searched in web
an got the package chapterbib. The procedure for getting the output is
given as

   latex mainfile
    bibtex chap1
    bibtex chap2
    ....
    bibtex chap99
    latex mainfile

But I cannot run the bibtex chap1 , because there is no file called
chap1.aux in my directory.

Can somebody help me to sort this out

Thanks in advance
Vinod