If you see a "Navigation to the webpage was canceled" message when you open a CHM, most commonly when you download or copy a CHM file from the Internet or a network path, there are a couple of likely causes:
Cause 1 : CHM is marked as "Blocked"
If you download a CHM from the internet or an untrusted network location, Windows may add a "Blocked" flag to the file that prevents you from viewing the content.
To fix, right click on the CHM in windows explorer, select the Properties menu item and on the displayed dialog click the Unblock button.
Cause 2 : CHM stored in a folder containing the # character
Having the .chm stored in a path that contains a # will render the .chm unviewable. This is a bug in the html help viewer.
Cause 3 : CHM stored on a network path
Security restrictions in Windows prevent you from viewing content in a CHM file on a network path. You must copy the CHM to a local path in order to view it.
You can find more information about the security change responsible for this problem here: http://support.microsoft.com/kb/896358