Hi Brink, O wonderworking sage.
Running W7Ultimate with basically everything on the D drive, (apart from some old data on C). I downloaded and installed WinHlp32.exe but when I right-click on the file I want to open and say Open with WinHlp32.exe, I get the response "Cannot display this help file. try opening the help file again, and if you still get this message, copy the help file to a different drive, and try again." I copied the .hlp file to a USB key and tried again and it worked, opening the file correctly. OK, but why ? It seems an unnecessary bit of flummery.
More seriously, WinHlp32 does not itself allow one to save the opened file (one might want to re-read it - indeed with this one, which is about analysis of a large academic database, it will be essential), so by right-clicking on it, I saved it back from the USB key to the desktop. Is this really necessary ? Even after reading the description on Wikipedia of how .hlp files are organized, I cannot see the purpose of all this.