shogun,

 

This issue often happens with downloaded files, because of a security feature in XP that causes Chm files are blocked.

 

The solution is:

Find the Chm file in Windows Explorer, right click on it, click properties, if the general tab has an unblock button at the bottom
right, click on it to unblock, click apply, OK.

If a file is already unblocked, the unblock button does not appear.

 

Keep me posted