In Silverlight 3, the help files are shipping as a separate CHM file, instead of integrating with the offline Visual Studio documentation.  We received a lot of feedback during Silverlight 2 about the installation time being very long, and one of the main culprits was merging the help files.  If you want to keep a copy of the help files locally (i.e. you don’t want to use online help), you can download the offline CHM here.