Using chktex v1.6.4 on Ubuntu 11.04 the spelling error was not reproduced (see below). Further, this version gave the warning only when it was valid. I suggest you try this again with this version.
If the problem still occurs a minimal working example would be helpful as would information as to whether the warning is just mis-spelled or also spurious (e.g. warning about files that exist).
Detail
Result from running on a small sample file that generates a warning but does not have a \include line:
mas@ents:~/LaTeX/scratch$ chktex fr.tex
ChkTeX v1.6.4 - Copyright 1995-96 Jens T. Berger Thielemann.
Warning 36 in fr.tex line 5: You should put a space in front of parenthesis.
\textit{(Choose one option)}\\
^
No errors printed; One warning printed; No user suppressed warnings printed.
edited test file to remedy the warning, include a \include{glossary} line similar to the one in the question. glossary.tex does not exist . Re-ran chktex:
mas@ents:~/LaTeX/scratch$ vi fr.tex
mas@ents:~/LaTeX/scratch$ chktex fr.tex
ChkTeX v1.6.4 - Copyright 1995-96 Jens T. Berger Thielemann.
chktex: WARNING -- Unable to open the TeX file `glossary'.
Warning 27 in fr.tex line 10: Could not execute LaTeX command.
\include{glossary} % Glossary
^^^^^^^^
No errors printed; One warning printed; No user suppressed warnings printed.
mas@ents:~/LaTeX/scratch$
warning is correct and does not include the glossayy text error.
With glossary.tex created, chktex returns no warnings:
mas@ents:~/LaTeX/scratch$ mv glossary.texxx glossary.tex
mas@ents:~/LaTeX/scratch$ chktex fr.tex
ChkTeX v1.6.4 - Copyright 1995-96 Jens T. Berger Thielemann.
No errors printed; No warnings printed; No user suppressed warnings printed.
mas@ents:~/LaTeX/scratch$
chktexrather than LaTeX. You're probably better off filing a bug report with the maintainer of chktex. – Seamus Jan 21 '12 at 11:27