If you installed your software in windows XP you should copy the foxhhelps.exe into the system folder, ie when you use installshield include the help merge modules.

OR

you can find the components required to run the html help below, just install this in the users machine.

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/htmlhelp/html/vsconhh1start.asp


HTH