Orbiter's inbuilt help files are not stored remotely, but are a collection of .chm files located in the /html/ folder of your orbiter install. I would suggest firstly verifying that these files exist in that folder - and try extracting the html folder from the package into your orbiter install again.
Try it on a totally clean install too, and see if the problem persists. If it does, there's likely an issue with your HTML Help viewer.