It's totally separate (and rubbish), the previous film (can't remember the exact name, could be something like "I Want To Believe") does actually fit into the series story line though. You can find info on the net as to where exactly it fits in. I also found recently a list which was just the storyline episodes from each series, cutting out the filler, I think I will be following it when I get round to my yearly re-watching of X-Files (one of the best TV series ever made, undoubtedly).