Are you sure you downloaded it from
the scripting database? Normally, it should just be a ZIP file with a single CHM file inside.
Alternatively, you can view the documentation online at
MPScripts.net, although this version isn't always up-to-date. There are some differences but for beginning script developers, this shouldn't matter too much. At the moment of writing, the online version dates from March 15th, 2008 (v4.60) whereas the official version dates from March 2nd, 2009 (v4.81).