There are some increased security that prevents some applications from showing the help file. This CHM file might be stored on the server while the application is running on the desktop. When to you open the help you receive and error that it is blocked or inaccessible.
Below you will find a reg file that will help you change that:
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Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\HTMLHelp\1.x\HHRestrictions]"UrlAllowList"=\\\\Server\\folder\\folder\myhelp.chm;file://;
"MaxAllowedZone"=dword:00000000
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\HTMLHelp\1.x\ItssRestrictions]"UrlAllowList"=\\\\Server\\folder\\folder\myhelp.chm;file://;
"MaxAllowedZone"=dword:00000000
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Now does this all mean. Well it tell Windows to open a call to the server/file mentioned and allow it through. There are several ways to do this. I am only showing you a UNC path to a file.
For more indepth information look here:
http://support.microsoft.com/kb/896054