In my previous post, I mentioned that TechNet Magazine has their past issues available in HTML Help format (.chm) here. If you navigate to that page (with a fully patched Vista or Windows XP box) and open one of the referenced files from directly within IE, you will get something that looks a bit like the following: "The address is not valid".
The reason for this problem is addressed in the following KB article: You cannot open HTML Help files from Internet Explorer after you install security update 896358 or Windows Server 2003 Service Pack 1
After you install security update 896358 or Microsoft Windows Server 2003 Service Pack 1 (SP1), you may experience one or both of the following symptoms after you click a link to an HTML Help .chm file in Internet Explorer:
Security update 896358 and Windows Server 2003 SP1 include changes to the InfoTech protocol that block the ability to view remote content. These changes were introduced to reduce security vulnerabilities in HTML Help. After you install 896358 or Windows Server 2003 SP1, files in the Temporary Internet Files folder are treated as content from the Internet zone. Therefore, files may be blocked when you click Open in the File Download dialog box. Additionally, after you install 896358 or Windows Server 2003 SP1, Attachment Manager may treat a downloaded .chm file as an untrusted file. Therefore, you may not be able to open the file. These effects are expected and intended effects of installing the security update and of installing Windows Server 2003 SP1.
*Note: This problem (and resolution) is also covered in Chris Crowe's Blog.