With this blog post Cheryl Simmons hopes to help you get started with offline help in Visual Studio 2010.
The new help viewer is installed when you install VS2010. As part of the install process, you should be prompted to install the actual help files for .NET 4 and Visual Studio, but if you didn’t get these files, you still can. Also, by opting to download help, you will get many other choices including Silverlight and Windows Phone.