Another thing to look into is the paths under Help | Manage Help Path and Files or if you just want to go under Tools | Customize | Filename extensions and under the JPSoft extensions choose to Edit and find the area entitled Default Help File and enter in the absolute path.
You may have some corruption going on, though. If you could send in or post your Meconfig.db and Wcmdmap.db we can dig in a little deeper here. Also, was this installation done over a previous installation? Does the standard ME help file work fine?