This page contains information on how to create Compiled Help Module (.chm) files to an application that is to be run under Windows.

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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.

http://xchm.sourceforge.net/

Comments on .chm by [Pat Thoyts] & [Donal K. Fellows]:

 "Isn't it HTML+postprocessing?" - Donal K. Fellows

 "Yes. 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." - Pat Thoyts

[PT]: It's called the MS HTML Help 1.4 SDK and you can download it from
[http://msdn.microsoft.com/library/default.asp?url=/library/en-us/htmlhelp/html/vsconHH1Start.asp] 
and view the documentation there.