Microsoft in its wisdom decided that compiled HTML files (CHM files) were a security risk because you can embed ActiveX's, external links to executable files, etc. So, they released a Windows Critical Update, KB896358, which effectively means that compile HTML files can not be viewed on a network shared folder without adjusting the Windows registry.
The security patch and its effects are fully described on Microsoft's web site at http://support.microsoft.com/kb/896358
If you see a screen like the following:
Then you are probably viewing your DMS Help.CHM file over a network. This problem applies to all CHM files on a network. If you view the CHM file from your local disk, the help displays correctly.
The solution is to add a MaxAllowedZone registry value and to set it to at least 1, as this permits access to HTML Help files stored both locally (Local Machine zone) and remotely (Local intranet zone), or to use a utility called HHReg.EXE to register the DMS Help.CHM file. This fix needs to be applied to all workstations on the network that are using CHM files such as DMS Help.CHM.
Manual Change
To manually change the registry, use RegEdit and navigate to:
Set the MaxAllowedZone to be 1 and save the changes.
Automatic Setting
You can use a free registry application from EC Software located at http://www.ec-software.com/products_hhreg.html to automatically change the registry setting. This free application (called HHReg.EXE) will make the change for you.
You can either change MaxAllowedZone by using the General Security tab or you can add the DMS Help.CHM file using the Add File button. The first example shows how to add the DMS Help file.
To add just the DMS help file to the registry, click on the Add File button, select the DMS Help.CHM file from the network, and click Open. The file will be added to the registry as in the three example screen below:
To allow all CHM files to be accessible off of the intranet, click on General Security tab, select Local Intranet Zone from the drop down menu as in the examples below: