Hi there,
Depending on your operating system (this happens in Vista all the time), the OS may have identified the file as coming from another computer and "blocked" the file, which will cause what you're seeing.
1. Close the file if it's open
2. Right click on the help file (ahscript.chm)
3. Left-click on "Properties"
4. Under the "General" tab, click the "Unblock" button
5. Click OK
6. Open the file again
Assuming it's set to open with the default "Microsoft HTML Help," as mine is, this should fix what you're seeing. Let me know if you still have problems.
Cheers!
Nick