Microsoft discovered in about 2005 a vulnerability of the help engine which allowed to execute remote code within a corrupted chm file (compiled help file). The security hole was "fixed" by an update which simply blocks the display of html pages in the help viewer and displays the misleading message "Navigation to the Website was canceled".
Well, thank you Microsoft, this message is really of big help. Thousands (if not millions) of Windows user will eventually bump into this problem without having a clue of the true nature of the problem....Those who face the same problem maybe want to have a look at the SDL TechNotes where I published a simple solution to it.