Thank you!!
I solve one problem:
When Nonscrolling message appear is because some paragraph of the topic file is marked as Keep With Next and this paragraph isn't the first of the page.
In Word, at Format|Paragraph Line and Page break tab turn off the Keep With Next Option for the second paragraph and at the end of the topic.

I can't solve the other problem: some topic are compiled OK but when I see it in the Help Windows, the paragraph are numbered from 0.
If you have any suggestion please tell me!

Thank you for all your time that you use with my problems!

Note: Sorry by my poor english.