I posted a message a few days ago about a problem I had with my help file not working in Win3.11 (using VFP 3). Turns out I was using the wrong versions of VFP300.ESL and FOXUT16.DLL. They were 3.0 but should have been 3.0b. My EXE was built using VFP 3.0b, but I somehow managed to grab the old versions of those files above in my distribution!! That combination of files prevented my help file from working! So for what it's worth, make sure your support files are the right version.
Steve.