MicroSotft discontinued the Help Viewer with Vista. It is still available as a download, but I am having problems installing that, so while I try to solve them I thought that I woudl ask if anyone knows of an alternative .HLP viewer .....
You could try the Help Explorer Viewer. It is from the year 2007 and discontinued by the developer but still available to download via the link.
PS: If the answer comes to late for you, it might help someone else.