1) are you able to display any .chm file on your machine?
2) there most likely is that security feature in place that locks down .chm viewing on some machines (apparently they can contain harmful scripts??)
3) if #2, I think you can right-click on the .chm and select "unblock" .chm viewing. (have you have admin rights for the "unblock" to show up)
See this link

Let me know.

Thanks.