A C560XL First Officer noted a discrepancy between their cleared routing and that entered into the FMS by the Captain.

Narrative

The last portion of the filed and cleared routing we received to KMDW was FWA..GSH GSH5. In order to load the GSH5 in the FMS the FWA transition must be selected. When the FWA transition is loaded an additional waypoint 'BAGEL' is added. The Captain loaded the flight plan in the FMS on the ground [before departure]. I checked the waypoints and noted that BAGEL was added. Since airways frequently have additional waypoints that are not on the flight release; initially I did not think it was a problem; but decided to double check the full filed flight plan on the flight release. I confirmed that it noted 'FWA DCT GSH GSH5'. I then deleted BAGEL. I told the Captain about the change and we proceeded. Just prior to FWA I called Chicago Center to verify they wanted us FWA direct GSH and not via BAGEL. They confirmed direct GSH just as we were filed.The fact that you have to delete a waypoint after loading an appropriate transition is a threat. If I would not have thoroughly checked the route; we would have had a deviation after FWA. Following SOP's by ensuring both pilots confirm routing prevented the deviation.