On my Win7-64:
.HLP files (this is an old/obsolete standard format) are opened by Microsoft Help.
.CHM files (this is the current standard) are opened by Microsoft HTML Help Executable.
I have recently been playing around with programs that can output to these formats, but I have not come across a proggy that can write to both or will read both.
I would be interested to know if you find anything like this.