A few months ago I switched the help file from PDF format to CHM. These CHM files are the standard "help" format for Microsoft windows, having replaced the HLP format.
Anyway, a couple of people reported having problems opening the CHM file. Or they could open it, and see the index on the left, but the pages would not display.
This seems to be because of Microsoft's new security measures. You know - the ones that ask you to confirm before it does absolutely anything.
So on the Download page, there is now a new section which will help you out if you're in that situation.