I'm getting this error trying to export. It occurs during the export the first file (about.dhe), then I get this message:
(80040001) HotSpot1: Error reading link info from file 'index.dhe'. The error was: (80040064) File 'D:\\Web Sites\iPhone Apps\Sandbox\index.dhe' not found.
The problem is: there is NO link in any of the hotspots!
You can use the "Links/Events" utility from Page Properties on the right; if this is a link it will be discovered. Check also the master-page of the current page; maybe it links to that file.