help-links.sh not found by help.start() -- do I need to recompile?

When you "moved" the source/build tree to "another location", did you
use 'make install' as root, or did you use 'mv' or 'cp'?

No, I haven't used "make install" because I prefer to run R from within 
the build location.

The former is the _proper_ way to actually install R, after building
from source and this is covered in the R Admin Manual. See:

  http://cran.r-project.org/doc/manuals/R-admin.html#Installation

AFAIK, the approach of running R from within the build location is fully 
valid as it is noted at the end of section "2.1 Simple compilation", 
just above the cited one:

"... Note: you do not need to install R: you can run it from where it 
was built."

All the best,
Ivailo