Probably a minor glitch, but… two computers: 1. XP Home SP2, CFP 3, CAV, 32 bit; 2. Vista Basic, CFP 3, Nad32, 32 bit. Each computer has had one instance of CFP shutting down when the help file was opening. When CFP was started again, then help clicked again, CFP would shut down again. Both cases rebooted computer, CFP came up ok, and could open help file.
I cannot verify this as a CFP bug since it works fine for me. Did you try running the cfp.chm file outside of the CFP application to see if you have a problem launching the file? Even though, it should not cause CFP to quit.
Maybe this will shed some light (or mud) on this problem with the help menu. On my XP Home SP2, 32 bit, CFP 3, CAV, I had a balloon come up when I booted the computer up this morning, saying there was an update for CFP3. I clicked on the balloon, and the update menu within the HELP file opened. Needless to say that “window” did not work for the update. It took five attempts with Task Manager to shut down the help file. I was able to do a manual update. Hope this helps.