Resolution: If you download the GridServerDotNet.chm from a Manager it may not load any of the pages when you click on title names in the Table of Contents or Index.
This typically occurs when using Windows XP Service Pack 2, or after installing a security update that addresses HTML Help vulnerability issues. More information can be found at http://support.microsoft.com/kb/890175/.
To use Help, try downloading it from the Manger again. Click to clear the Always ask before opening this file check box in the Open File-Security Warning dialog box that appears, and then click Open.
Also, save the document on your machine and then try to open it.