User computer may not have installed HTML help engine. Make sure on user computer are installed:
-Hhctrl.ocx -> HTML help ActiveX control;
-Itss.dll -> DLL, that handles compiled HTML
-Hh.exe -> HTML help viewer
The easisest way to distribute these files is to install on user computer Hhupd.exe. This setup program is located in \Redist folder in the folder in which you installed HTML Help Workshop.