Somewhere in the neighborhood of about 2006, Microsoft's HTML help viewer application stopped gracefully opening CHM (compressed HTML help) files consistently. I've noticed this problem on XP, Vista and Win7, across rebuilds, across browser versions, nearly universally. There's a lot of advice out there about how to make Windows open CHM files correctly when faced with a content pane in the viewer application that reads "Navigation to the webpage was cancelled", however on my Windows 7 x64 workstation nothing worked. A quick Google search this morning yielded a handy little utility called CHM Decoder that will extract the HTML content from a CHM file, allowing you to view the contents within a web browser. Great stuff!
http://www.gridinsoft.com/chm.php