Rolf,

Go to "Tools/Options" menu. In the Options dialog that appears click on the "File Locations" tab. There will be a list with an entry for "Help File". Choose "Modify..." and select the help file which in VFP 6.0 is normally integrated with MSDN library. On my machine its location is:
"d:\program files\microsoft visual studio\msdn98\98vsa\1033\msdnvs6a.col"

Hope this helps!