You can get along quite well with free tools: mainly the Help Workshop, and an HTML editor (NotePad, FrontPage Express, or others). My introductory article,
http://www.utmag.com/November2002/Page29.asp, contains instructions that should help you get started.
I haven't tried the commercial products which were suggested in the other replies you got, but pressumably they should make some things a little easier.
>Sorry... YES, the .CHM format.
>
>Thanks for asking
Difference in opinions hath cost many millions of lives: for instance, whether flesh be bread, or bread be flesh; whether whistling be a vice or a virtue; whether it be better to kiss a post, or throw it into the fire... (from Gulliver's Travels)
