Thanks, 405hp!!
Just for any viewers of this thread, fix was:
"Open help.chm using the windows file explorer, and if you get a warning, reply No to the question, after that, you will be able to use the file without problems." from Jose Leon.
'Reply No to the question...', at least on my Vista machine, meant to deselect the checkbox "Always ask before opening this file"
Works fine now! Thanks to all.
Gene_AZ