What should we do? Employee wants to add written rebuttal to his performance review

Q. We have a difficult employee who does not like criticism and always takes issue with any sort of coaching. We recently had annual performance reviews, and his manager included some things in the written evaluation that this employee takes issue with. He refused to sign the performance review and is now demanding that we place his written response in his personnel file. Do we have to include this employee’s angry diatribe in his personnel file?