Thanks for your help guys. MSDN July - 2001 no longer contains VFP 6 help according to the following text on the VFP Start Page of Visual Studio 6:

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The Microsoft Visual FoxPro 6.0 product documentation is no longer available at this location. With the release of Visual FoxPro 7.0, Visual FoxPro is now distributed separately from Microsoft Visual Studio. The Visual FoxPro 6.0 documentation has been incorporated into the Visual FoxPro 7.0 documentation.
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The solutions are as follows:

Set the help to Fox7help.chm in the "...msdn\2001jul\1033\" directory.

In this case, the help system contains only VFP 7 info (which includes VFP 6 info) and no other MSDN volumes.

or else ...

Set the help to the April version.

Thanks