If the help file shows "Internet Explorer was unable to link to the Web page you requested. The page might be temporarily unavailable." in the right panel, it is probably because Windows is restricting access to it. To remedy the situation, right click the help file, select properties and click "Unblock". The help file should now render correctly.
 
For more information, see: http://support.microsoft.com/kb/896054/

If all else fails, download the PDF version of the help file and copy it into the MultiPlay/Help folder.
http://www.users.on.net/~avd/multiplay/MultiPlay.pdf