the microsoft help workshop for compiling html help files . click here
you'll need another compiler for legacy help-files but i cant find the details as i'm not at home just now.
If you were to nip out and purchase this months PcPlus magazine (competition is good for the free market economy) you will find a program (amongst many other programs more useful than a reference book) called Help+Manual which is everthing you need to create the files which you will then compile with the microsoft software.
If you have a version of delphi or C#builder you might find you already have a lot of the necessary programs already.