After installing MS Security patch 896358 you can't open help files with HTML from network drives or the internet. If you open the files from a network or internet location you'll get a message like:

"Action canceled

Internet Explorer was unable to link to the Web page you requested. The page might be temporarily unavailable"
or in Dutch:
"Navigatie naar de webpagina is geannuleerd"

But if you copy the files to a local drive and opening them, they work normal.

I've found a solution to fix this problem, you need to edit the Windows registry with the following steps:

1. Click Start, click Run, type regedit, and then click OK.
2. Locate and then click the following subkey:
   HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\HTMLHelp\1.x\ItssRestrictions
   If this registry subkey does not exist, create it.
3. Right-click the ItssRestrictions subkey, point to New, and then click DWORD Value.
4. Type MaxAllowedZone, and then press Enter.
5. Right-click the MaxAllowedZone value, and then click Modify.
6. In the Value data box, type 1, and then click OK.
7. Quit Registry Editor.

If this solution does not work for you, you can find alternatives on MS KB 896358.