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If you're unable to view the different topics in the Help.chm files, this is due to a specific update with Windows (update 896358)

Security update 896358 and Windows Server 2003 SP1 include changes to the InfoTech protocol that block the ability to view remote content. These changes were introduced to reduce security vulnerabilities in HTML Help. After you install 896358 or Windows Server 2003 SP1, files in the Temporary Internet Files folder are treated as content from the Internet zone. Therefore, files may be blocked when you click Open in the File Download dialog box. Additionally, after you install 896358 or Windows Server 2003 SP1, Attachment Manager may treat a downloaded .chm file as an untrusted file. Therefore, you may not be able to open the file. These effects are expected and intended effects of installing the security update and of installing Windows Server 2003 SP1.

To fix this, follow these steps:

In the File Download dialog box, click Save, and then choose where you want to save the .chm file. Then, use one of the following methods:

1. Double-click the .chm file.
2. In the Open File-Security Warning dialog box, click to clear the Always ask before opening this file check box.
3. Click Open.

1. Right-click the CHM file, and then click Properties.
2. Click Unblock.
3. Double-click the .chm file to open the file.

You can view the entire article from Microsoft's database at http://support.microsoft.com/default.aspx/kb/902225/.