Irina,
You are better off putting code in the lowest level form subclass KeyPress() method looking for F1 instead of using an ON KEY LABEL.
>You are right. There are some restrictions to use WhatsThisHelp button. It cannot be use with resizable screens and screens without border. But you can use WhatThisHelp with Shift+F1 not showing its button on the screen's title bar. The grate benefit of WhatThisHelp is in ability to use it on the modal screen where F1cannot be used. ToolTips are good for short tips, like toolbar tips for example, not for three-five lines of glossary description.
>I have got an answer from MS Support today. They said what I am seeing is design behavior. To have F1 and WhatsThisHelp co-exist on a form, I need to use ON KEY LABEL F1 HELP in the Init() method of the form. I have tried it and it works.
>Also I am definitely sure that the link I am trying to get form WhatThisHelp tip exist in my .hlp file. I assume it is 'design behavior' also.
>Thanks.
>Irina.