Today at lunch, Jeff mentioned to me that the default security policy on Windows Vista was causing some users difficulty opening the CHM help file.
Jeff has all the details on his blog.
You'll get a message that says "Navigation was canceled".
If that's the case for you, just right click the file, choose "Properties" and then hit the "Unblock" button at the bottom of the dialog.
PingBack from http://blog.a-foton.ru/index.php/2008/11/04/having-problems-opening-the-silverlight-toolkit-help-file/
If for whatever reason you can't see the "Unblock" button displayed, have a look at this registry workaround recorded in Shadane's last post on this forum thread:-
In this issue: Rich Griffin, Martin Mihaylov, Tim Heuer, Jafar Husain, Jeff Prosise, Mike Snow, Jeff