hey look what I found about our 'issue'
I took this form the VFP7 Help

"What's This?" Help is similar to context-sensitive Help because it provides Help related to the specific object or control that currently has focus.

For WinHelp, instead of invoking the Help file and displaying the Help topic in the full default-sized Help window, "What's This?" Help displays the topic in a small pop-up window that disappears as soon as the user clicks anywhere on the screen. "What's This?" Help is useful for providing brief tip-style descriptions or definitions for specific controls.

Unlike WinHelp, HTML "What's This?" Help is displayed in the full default-sized Help window.

Stupid , isn't it?, however I came with a work around this, but it takes more work, if you want to know just let me know