Try to manually open each new help file once by going to the libraries folder and double clicking on it.
When a security message show, deselect the option "always ask before opening...".
It will probably work afterward.
Are you using Vista? If double clicking doesn't work and you don't get a security message try right click on the file, select properties and you may see an "Unblock" button at the lower right of the property window. Click that and it should now be OK.