If you try to view an old .hlp help file in Windows Vista you will get this information showed.
Why can't I get Help from this program?
The Help for this program was created in Windows Help format, which was used in previous versions of Windows and it is not supported in Windows Vista.
For more information, see Windows Help program (WinHlp32.exe) is no longer included with Windows on the Microsoft support website.
But this website above was not much help at least until it gets updated within a few days. But now there is a download available from Microsoft so these old .hlp files can be viewed. But a notice for developers. The Windows Help program cannot be distributed. Get rid of your old .hlp files and upgrade to .chm, .html or the like.
There are not many .hlp files around but if you find one you know there is a way to see them in Vista as well. I searched on my computer and found some .hlp files that where installed together with AutoCAD 2004 that I managed to install and run on Windows Vista.