I thought that you must have did a custom install and neglected to install everything, but you are again right, and I am wrong, (I hate it when I'm wrong). Anyway, you are right that it is a pain to install everything you need to read the help files. The following might help anyone else having this problem.
How to open .hlp files in Vista
The old style Windows Help documents with the file extension .hlp are no longer supported in Vista. Unfortunately, some applications still use that format for their Help files. Our reader Jay K. asks if there is a way to open these older Help files in Vista.
You can, in fact, install a Vista version of WinHelp, which opens these files. You can download it here:
www.vistanews.com/ZPYLF2/080228-WinHelpValidation of your copy of Vista is required to download the file. If you have a legitimate copy of Vista but for some reason you can't get validation to work, there is another workaround for installing WinHelp if you have a working copy of XP:
1. Open Windows Explorer and navigate to your \Windows folder
2. Locate the existing winhlp32.exe file (9,216 bytes).
3. Right click the 9,216-byte winhlp32.exe file, select Properties, and then click the Security tab.
4. Click Advanced, click the Owner tab, and click Edit.
5. Select your user name in the list, and then click OK four times to close all the windows.
6. Right click the 9,216-byte winhlp32.exe file again, select Properties, and then click the Security tab again.
7. Click Edit and highlight Administrators in the list
8. Put a checkmark next to Full Control in the Allow column.
9. Click Yes, and then click OK in each of the two open windows.
10. Now, get the Windows XP SP2 version of winhlp32.exe. from any functional PC running Windows XP or from a Windows XP disc. Its size is 283,648 bytes and the version number is 5.1.2600.2180.
11. Drag and drop the 283,648-byte winhlp32.exe file into your \Windows folder, replacing the existing 9,216-byte version.
Hope that this helps anyone else having this problem.