If you cannot view a CHM documentation file and get the error message like "Action Cancelled" or "Navigation to the webpage was cancelled", the error is caused by Windows security restrictions and usually happens when you try to open a CHM file over a network connection.
Put the CHM documentation file on a local drive, right-click on the .chm file and select "Properties", at the bottom of the "General" tab, make sure the "Read Only" check box is unchecked. If there is a button called "Unblock", simply click it.
CHM file cannot be displayed if there is a "#" character or some other strange characters in the file name or path name, so simply remove those characters and try to fire it up again.
Use some workarounds recommended by http://support.microsoft.com/kb/896358
Use free utility HHReg from EC Software to fix it.