I use the Mechanical package and Help works just fine in Mechanical.
However, when using Vanilla AutoCAD, the Help doesn't work. I've been reading all the posts about how Autodesk is switching to an online Help file so they can better keep it updated. I'm OK with that. But it seems to be making problems for the end users who still want a local help file. I followed the instructions to uncheck the box under Options to use the online Help. When I click on Help it says file not found. When I try to point the path in Options to the acad181.chm file locally I get no choice for the file extension except html and there are no html files to pick.
I tried downloading the Help file from Autodesk support. When I opened that, I see a menu on the left listing the usual topics but the window on the right says file not found when I click on a topic. One thing I noticed is that even though Vanilla wants to read an html file, Mechanical still reads a chm file. Also in Mech. under Options, the whole area about Help with the check box for online Help is not even there. For now, I've just added a shortcut to my web browser Favorites to the Help page at autodesk.com. It doesn't make sense to me. FWIW, I'm running Vista x64.