Windows Help file troubles

I have made a help file (with freeware Shalom Help Maker)
which contains links to files such as sample.ppt,
sample.doc etc. When I open the help file manually, these
work perfectly.

However, when I open the help file by clicking on a
hyperlink in an HTML document (that I am also writing),
the Help file appears correctly, but some of these links
do not work. I'm running IE 5.5.

I have figured out that those with absolute file path
destinations work in all circumstances, but those with
relative file path destinations only work if the help file
is opened manually.

Anyone met this problem before? - any tips?

Cheers

Nigel Smith