Hi Lee,
I just have a shortcut that points directly to that chm file. When it is opened direct, the search works fine. I haven't added them to the normal acad help documents since R2008 as I found this easier for me.
I also use the Object Browser inside Visual Studio which has a search of it's own. Sometimes I don't need the 'complete' definition, just seeing what properties are available and what is returned is enough to move on.