I recently downloaded a .chm file for Domain-Specific Language tools (here). After downloading and opening it, I got this wonder view of the chm. I mean on every page. At first, I thought that the help file was corrupt.
Then my better sense got to me. There had to be a security issue with html based help files. Sure enough. Look at the properties for the chm file.
Down at the bottom, there is a setting to unblock the file. Click it and you are good to go.