This page contains information on how to create and add help to an application that is to be run on Windows.
I'm no expert but these may be helpful. Tom Krehbiel
A description of the file format.
http://www.speakeasy.org/~russotto/chm/chmformat.html
A freware tool for creating .chm formated files.
http://www.soft411.com/company/AbeeTech/Abee-CHM-Maker-freeware.htm
An X-Windows viewer for .chm files.
Comments on .chm by Pat Thoyts:
"MS issue a HTML compiler. You can take a web site and turn it into a chm file quite easily. You have to dig around in MSDN to find the package to download though. It used to be on the Platform SDK disk."