Well Andrew, I just finished battling this one myself. The issue is that the correct help dll's have not been registered on the users machines. See http://fox.wikis.com/wc.dll?Wiki~VFP7RuntimeFiles~VFP
When I tried to register them using regsvr32 I got an error that this must be done as a windows 2000 application upgrade. Dead end I thought...
But the users could all run the hh.exe help program. So I set help to "DoHelp" and created the following: (assuming your help file is MyHelp.chm)

*--------------------------------------------*
PROCEDURE DoHelp
LOCAL cfile as Character
DECLARE INTEGER ShellExecute IN Shell32.dll ;
INTEGER hwnd, ;
STRING lpVerb, ;
STRING lpFile, ;
STRING lpParameters, ;
STRING lpDirectory, ;
LONG nShowCmd
* and...
* locate the help file correctly for the WEP App
If _VFP.Startmode != 0 && you are not in the VFP Development version
cfile = SYS(2004)+"MyHelp.chm"
ELSE
cfile = SYS(5)+SYS(2003)+"\MyHelp.chm"
ENDIF

* Run Hh.exe with the .chm file as a parameter in the show mode of 1
* =Shellexecute(0,"Open","hh.exe","syshealth.chm","",1)
=Shellexecute(0,"Open","hh.exe",cfile,"",1)
ENDPROC && DoHelp()

Hope This Helps...