With the Dr.Explain tool you can build a CHM help file from your project easily.
CHM is a help format introduced by Microsoft in 1997. The CHM help file is a set of web pages written in a subset of HTML and compressed together with LZX compression. The CHM format is optimized for reading and searching on a user's local PC.
The CHM file seems to be the most convenient way to deliver your software help in a single indexed file together with your program. The HTMLhelp API allows opening a specific topic within the CHM file. Thus, with the CHM file you can easily implement a context sensitive help functionality in your software application.
The Dr.Explain provides a flexible way to customize your output CHM file settings.