Since HTML Help files use HTML technology, there is a potential security risk opening and displaying the HTML content. Most newer releases of Internet Explorer will only allow you to open the file if it is stored locally on your machine (not on a remote drive). Unfortunately, the HTML Help system does not provide a meaningful error message.
When a file is being blocked, you will typically see a screen similar to the following:
To open the file, you will either need to copy it to your local hard drive or, if supported, unblock the file.
Unblocking a File
If supported by your system, you may be required to unblock a file before it can be viewed. To unblock a file, right-click the file icon and select Properties to display the Properties dialog for your file.
If your system supports it, you may see an Unblock button. Click this button to unblock the file.