This is one option. In your startup program (defined under tools/options/file locations) put the following code:

DEFINE BAR 888 OF _MTools ;
     PROMPT "My Help" ;
     AFTER _mti_runactivedoc ;
     KEY Ctrl+F1, "Ctrl+F1"
ON SELECTION BAR 888 OF _MTools DO (HOME() + "OtherHelp.PRG")
SET SYSMENU SAVE

This allows this behavior to be persistent after CLEAR ALLs and SET SYSMENU TOs. In OtherHelp.PRG (In your HOME() dir) put:

OldHelp = set('help','to')
SET HELP TO ('C:\Path To Help File\HelpFile.chm')
HELP
SET HELP TO (m.OldHelp)
RETURN