hmmmm.... works fine for me... it is probably an internet setting (History/proxy/cache/security), or maybe the zip file was corrupted when you dload it.. try redownloading it first.. if it still doesn't work.. try viewing another .chm file to see if it works..

Regards,
Ayrus

Aryus, thanks you put me on the right track to finding the solution. Right clicking on the .chm file and selecting properties revealed that the .chm file was blocked because it came from another computer. You just click to unblock then it works! I guess this is some new XP security thing. I never had the problem before...

That's XP Service Pack 2. New security measures have put in place to protect your computer.