This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
The JavaHelp library is common way to creating help systems in web apps and desktop apps. It can't handle .chm file, though. There's a library called JChm on SourceForge that can read .chm files, just in case that's a requirement.