No. That's the name of the source file that the particular bit of code came from. With line numbers/filenames on, if some piece of code fails, the program can generate a debug message along the lines of "Error in [filename] on line number [xxx]" ... obviously that's a lot better from the programmers' point of view when it comes to bug fixing. It's no different to any other error message that might pop up; it's just text.
If it's not using some sort of graphical library like MFC or VCL, hacking the file would be tricky, though.