Page cannot be displayed

Symptoms

Microsoft's HTML Help Viewer is showing an error page saying either that:

Solutions

Make sure your help file is not accessed from a network path or via a mapped networked drive. Try to copy the file locally and launch it again;
Make sure your help file isn't in a path with symbols such as "#" (sharp). Once again, try to copy it locally before launching it;
In some cases, you can have access to an "unblock" button in the properties page of the help file. Right click on the file then go to its properties and click the "unblock" button. This button is not available in all systems though.