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You are using Microsoft Windows XP and have installed Security Update 896358 from Microsoft, which prevents the features of some web applications to work properly.So you can not read CHM on your computer.Be sure that you file name doesn’t containt some stragely symbols.
Method 1: Right Click on CHM file. Select properties and click Unlock button. Done.
Other Method : reference to http://support.microsoft.com/kb/902225