The HTML Help 1.x viewer isn't Unicode compatible which can lead to content display issues in the CHM output, specifically Unicode characters in the Table of Contents will be displayed as "?".
The solution to this issue is to set the Content Encoding property in the locale that you are building (including the primary locale) to match the language that you are authoring in. You can set the Content Encoding for a locale by:
- Open the target locale for editing by double-clicking on the it in the Project Explorer (under the Locales folder)
- In the Locale editor window select the Other Encoding option
- In the combobox below this option select the language that matches the language of your authored content
The Windows Language for non-Unicode programs option will also need be to set to match the language that you are authoring. You can do this by going to Control Panel > Region and Language > Administrative > Change system locale... (more information can be found here: http://windows.microsoft.com/en-gb/windows-vista/change-the-system-locale)