>Ok, I was feeling really stupid like I should have known, but in my Tools| Options | File Locations | Help files is missing in action, probably because there isn't a key in the registry. So....I'll toddle off and add one.
>

You can set the value in the dialog (you want to point it to FOXHELP.CHM rather than the MSDN .COL file to just see the Fox stuff.) You can export the registry key to a .REG file, which can then be used to restore the settings if something like the MSDN install messes with your configuration.

Caveat - the settings for VFP are per-user, so if you have a station with multiple user ids under NT/Win2K, or your network relies on roaming hoives, you need to fix this per applicable userid.