Building Help Files in .NET

.Net Provides excellent support for providing help with Components written in C#.
See MSDN Help under XML Documentation.

Providing Help for an executable takes another approach.

See Microsoft Help Technologies Start Page. (in cache)

As you can read in this page, Help 2 does NOT make HTML Help obsolete.
Microsoft writes: Help 2 is intended exclusively for those who are shipping products that integrate with, or extend, Visual Studio.NET.

When making your choise, keep in mind who will use the help you provide.

My choise for now is:

See also Helpware MS HELP 2.x Info
Quotation:

MS Help 2.x runtime files must be installed before you can view MS Help 2 collections. A runtime standalone installer, like hhupd.exe for HTML Help 1.x, will not be made available (please see Jan 2003 MS Announcement). Currently the only way to get the H2 runtime files onto a PC is to install one of the following Microsoft applications:
  • Visual Studio .NET
  • MSDN Library (must be new H2 based one)
  • Tech Net (must be new H2 based one)
  • .NET Framework SDK
  • Microsoft Office XP Developer