Using the links in .net for Help in Upgrade

Hi All,
I have a small problem. I am not familiar with this environmnet at all and can not locate the answer to my question on-line although I know it is very easy.
I installed the developers library resource on my pc locally. I recently ran the upgrade wizrd on an existing VB 6.0 project and I am starting to fix the incompatibilities. When I look at my project in .Net I see messages liek this:
'UPGRADE_WARNING: Couldn't resolve default property of object cofdyno. Click for more: 'ms-help://MS.VSCC/commoner/redir/redirect.htm?keyword="vbup1037"'

When I click on the link, it keeps asking me to insert the cd. Now I have the cd but this is really a pain in the posterior - Can somebody tell me what propertiy I can set so that these links point to their location on my local drive?

S