The WINLIFT.CHM help, file procudes tghe message 'Navigation to web page was cancelled' when I try to open it.
Use right mouse click to popup the contextual menu, and select unlock, this is a typical UAC problem.
Actually you can't blame UAC for this one. This issue was introduced with Windows XP as a security update to prevent (potentially hostile) active content from being displayed in HTML Help files. If the help file was downloaded from the Internet, then usually right-clicking on the CHM file, selecting Properties and Unblock will fix it. However, you'll get the same kind of error if you try to access HTML Help over a shared network drive because the zone is restricted. To change this, you'll need to hack the registry a bit:
Go to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\HTMLHelp\1.x\ItssRestrictions (create the key if it doesn't exist)
Right-click on ItssRestrictions, select New, and then DWORD value.
Enter MaxAllowedZone
Right-click on MaxAllowedZone, select Modify and set the value to 1.
That tells the HTML Help viewer to accept documents that are on the local system and local intranet (a value of 2 tells it to also accept trusted Internet sites).