It depends greatly on what you mean by 'help file'.
You could just provide a load of HTML pages with help in, in which case just use Process.Start to load the HTML index page when they click on the link.
If you want to create a .chm file then there is loads of info on the internet, just search for it (e.g. http://en.wikipedia.org/wiki/Microso...ssed_HTML_Help
Alternatively explain more about what you want and what your problem is and we can be more specific.
/- Sam Judson : Wrox Technical Editor -/