I use H2Viewer which is a Help2 file viewer (it's free). It works with MSDN, it also works with the Platform SDK documentation. I have it set up in WinAsm, use the Tools Manager to set it up. Note: I was unable to get Tools Manager to accept both the executable and arguments (for the name of the help file), so I created a link and pointed Tools Manager to the link. It works.
H2Viewer