Error "Cannot locate merged.hhk" when clicking the Help and Support Center Index
When you click the Index button in the Help and Support Center, the following error appears
Cannot locate "C:\\WINDOWS\\PCHealth\\HelpCtr\\Indices\\merged.hhk"
To resolve the problem, you may try copying the merged.hhk file from another system running the same version of Windows XP.
If that does not help, try rebuilding the Help and Support as advised in this article:
This restores the merged.hhk file to C:\Windows\PCHealth\Helpctr\Indices folder.