Error "Cannot locate merged.hhk" when clicking the Help and Support Center Index

Symptom

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"

Solution

To resolve the problem, you may try copying the merged.hhk file from another system running the same version of Windows XP.

FOR MORE INFO U CAN BROWSE MICROSOFT OFFICIAL WEBSITE
( if the the above mentioned sol wont work )