I am no vetran but I had the same problem as you and I contacted Ms support at:
Microsoft Product Support Services
http://support.microsoft.com/?pr=gms
What I found was that other programs were runinng in the back ground and preventing the help files from loading. I do not know what operating system you have but running a clean boot will help some programs may not run but this is a good diagnotic tool to find out if it is another program causing your grief. Here are the clean boot instructions. To restart your computer by using a clean boot procedure, follow these steps when
you are using Windows XP.

Note You may experience a temporary loss of some services functionality when
you
follow these steps. Restoring the settings restores the functionality, but
may
result in the return of the original error message or behavior.
1. Click Start, and then click Run.
2. In the Open box, type msconfig , and then click OK.
3. On the General tab, click Selective Startup.
4. Under Selective Startup, click to clear the following check boxes:
     - Process SYSTEM.INI File
     - Process WIN.INI File
     - Load Startup Items
5. On the Services tab, click to select the Hide All Microsoft Services check
box,
and then click Disable All.
6. Click OK, and then click Restart.

Now test the game and Check, if the issue is resolved.

To return to the normal mode:
-------------------------------
1. Click Start, click Run, type "msconfig" (without the quotation marks) in
the
   Open box, and then click OK.
2. On the General tab, click Normal Startup
Send me a reply and let me know if The clean boot worked. If it did there is another step I can show you to isolate the problem program. good luck