You could get the HTML Help Workshop (or Builder? i forget) from MS, but I find West-Wind's help builder much easier to use. It lets you build it in a user-friendly IDE and then uses MS HTML Help Builder to compile it; create CHM (for fat-client) or pure HTML (for web versions); and it provides a way of documenting your code and producing a help file from the documentation for developer docs that's really slick and fairly seamless.
My favorite thing about it is that it makes it easy for a developer to write a help file :)

Never made a hcw help file, so I'm not sure how it converts or what format you'd be copying/pasting.

RoboHelp is also very popular, but, from what I understand, to make a really good help file from it, you need dedicate a person or a good chunk of time in putting it together.

HTH

>Sorry... YES, the .CHM format.
>
>Thanks for asking
>
>Jim
>
>>Does the "modern" format refer to the CHM file, or some special effects within that format - or to some other help format?
>>
>>>I've gotta make a Help file... well, update a Help file.
>>>
>>>It's in a style made by hcw.exe and I find the more recent Help style much easier to use (especially when implemented along the lines as done for Hacker's Guide).
>>>
>>>My questions are these:
>>>
>>>What tool (I do have MSDN Universal) is used to create the modern styled Help?
>>>
>>>Does it nicely convert the HCW.EXE style to its own format (or, alternately, does copy/paste work adequately)?
>>>
>>>Any help appreciated
>>>cheers