>I know you'd like to download a lot, but is going to the
>web site and taking what you need better?
>
>http://msdn.microsoft.com/library/default.asp

While you can reference the docs on-line, I don't think you can download the CHMs as a whole to your system. You need to get the MSDN Library distribution, or the development versions of all required products, which may contain additional .CHMs for their particular aspects of reference, eg VB includes the VB docs.