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

A key piece of information not in your original post was that you were
not "installing" R, but wanted to run it from whence it was built...and
then moved it and were attempting to run it from a new location.

You will need to change $R_HOME, which defines the primary home
directory for the currently running R session.  This is defined in the
main R startup script, which will be in the 'bin' sub-directory for your
R tree.

I have not validated this that will do it, but short of re-building R in
the new location, this should work I think. Many of the environmental
vars are hard coded during the build process and then modified during a
"make install" based upon build time configuration options. If you want
to install R in a non-default location, I would suggest considering
modifying the ./configure options and then building to suit your needs.

HTH,

Marc