ActiveX control help

Help! Trying to implement help in an MFC ActiveX Control. Did the F1 trap and call WinHelp() in design mode. However, VB comes up with a "Find Setup Wizard" where it claims Windows must create a word list. Proceeding to the next dialog eventually says "Unable to display the find tab". Finally it displays the help contents screen.

Q: How to avoid all of these dialogs, and the error msg?

Thanks!

STEVE