Spent the morning trying to figure out why my Application Block help file (.chm) was not displaying content. Needless to say, I went down several rabbit holes on the Internet (web pages that did not yield a solution).
If you download a help file (.chm) and then open the file you may get a warning message - but this is not a clear message to what the problem is. When the application comes up, the content pain says something to the effect that it cannot display the page. There is nothing to indicate how to fix the problem.
So, here it is. CHM (help files) that are downloaded are blocked - and you have to "unblock" them. They were blocked by a security update. So, downloaded CHM files have the blocked attribute set. If you select on the file's properties you can change this behavior by selecting the "unblock" button.
Rob Caron has short discussion with screen shots here.