If you are running Windows Vista and downloaded any of the Library files in CHM format, you might have gotten the following error when you try to read a CHM file:
As described in the following page
the solution is to Right-click the CHM file, click Properties and then click Unblock.
Thanks for posting this tip Moh!
Just to add on this, this is also true for Windows 2003 and 2008 Server, and for other file types such as .EXE.
Microsoft has a pretty clear explanation about this here:
In case anyone was fully interested.
Retrieving data ...