Now R 2.4.x defaults to CHM help, you may encounter a problem with a fairly recent Windows security patch described in http://www.helpscribble.com/chmnetwork.html http://support.microsoft.com/kb/896358 This may apply if you have R itself or some library on a networked drive or share. Apart from the workarounds described in those URLs, there is an R-specific workaround: delete the pkgname/chtml folders in network-mounted libraries (when R will revert to text help for those packages), or customize the startup and select one of the other help options.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595