The report is part of a really important UN ruling (called a declaration) that set out a list of rules that Iraq isn't allowed to break.
One of those rules said Iraq couldn't leave anything out about its weapons, and if the US decides this discovery has broken those rules they may see it as an excuse to begin fighting.
Iraq says the warheads are mentioned in the report they handed over, and added that they were "old rockets" which had long been forgotten about.
Another warning for Iraq
Earlier in the day the chief UN weapons inspector, Hans Blix, said Iraq has to do much more to convince people that has got rid of all its weapons or risk a war started by the US.