Fill in the Output File field with the name of a file to
  which CMS should write the annotated output.

  If you do not specify a file name in the Output File
  field, CMS creates a file with the element name and the
  file type .ANN in your default directory.

  You can also choose the Appended option, which appends
  the output to the existing file.

  You may annotate multiple elements by using wildcards,
  a comma list, or a group name; however, if you do not
  specify wildcards in the output file, CMS creates
  successive versions of the file.