Frank,
The files have an extension .html. In the Capture folder they all have a icon for Capture NX2. I tried clicking on a file that was supposed to be related to PM help file and it started Capture NX2.
Very confused by all this!
You need to follow my instructions, which I will reiterate here:
1) Open up a Windows Explorer window, navigate to a .htm or .html file.
2) Right-click on it, choose 'Properties' from the contextual menu.
3) Pick a different program to open the file with (like Firefox, or Internet Explorer).
That should solve the help file launching issue.
-Kirk