Windows Vista or 2008 refuses to open any old help file with .hlp extension by default. All users need to download and install the winhlp32.exe update from microsoft website:

http://www.microsoft.com/downloads/details.aspx?FamilyId=6EBCFAD9-D3F5-4365-8070-334CD175D4BB&displaylang=en

For more infomation, please visit Microsoft Support (KB 917607): http://support.microsoft.com/kb/917607