Hi,
I had a problem under my XP SP2 machine, while opening the compiled HTML file:
"Cannot open the file: mk
MSITStore:C: \ Windows \ Help \ filename.chm’."
Check out this software (it's clean) to re-register the DLL's required.
http://helpware.net/downloads/index.htm#MJs
It is possible to do this manually too, but I didn't bother working up the commands since I found this tool quite handy and far more complete.