Supercontinuum (SC) generation, the creation of broadband spectral components from an intense light pulse passing through a nonlinear medium, is of great theoretical interest as well as having numerous applications in optical frequency metrology, bio-imaging and spectroscopy (Dudley et al., 2006). In particular, the demonstration of efficient SC generation in a silica photonic crystal fibre (PCF) and silica fibre tapers using a Ti:Sapphire laser (Birks et al., 2000, Ranka et al., 2000) had a striking impact on this research field. The advent of this new class of waveguide, capable of engineered dispersion and strong confinement of light, facilitated research on the fundamental study of the evolution of ultra-fast pulses in highly nonlinear wave-guides, as well as the development of practical broadband light sources using the proper combination of fibres and laser pulses. Although the successful demonstration of ultra-broadband light generation often spanning more than an octave has been made in silica fibre, the small Kerr nonlinear coefficient of silica still limits its practicality. The ideal SC light source would use a compact, low power pulsed laser. This goal has motivated the study of SC generation in waveguides with higher nonlinear coefficients and lower energy thresholds or decreased device length to initiate the nonlinear process. Several approaches based on this idea have been reported utilising highly nonlinear material in a fibre geometry such as lead-silicate, bismuth and chalcogenide fibres (Brambilla et al., 2005, Leong et al., 2006, Mägi et al., 2007), and in a planar waveguide geometry including silicon (Boyraz et al., 2004), AlGaAs (Siviloglou et al., 2006) and chalcogenide waveguides (Psaila et al., 2007, Lamont et al., 2008).