After opening a CHM documentation file, a topic may not appear when you click a link from the Table of Contents. Also, when you try to use a Universal Naming Convention (UNC) path to open a .CHM file that exists on a network shared folder, topics in the .chm file may not appear.
You are using Microsoft Windows XP and have installed Security Update 896358 from Microsoft, which prevents the features of some web applications to work properly.
On Windows XP (with the security update applied) you can also simply right-click on the CHM file, select Properties, and click on the “Unblock” button. Click “Apply” and the content should be visible.
This will only work on local files.