Add to Jeff's reply. The help file for activex is acadauto.chm under dir C:\Program Files\AutoCAD 200(#)\Help
But I usually use acad_dev.chm also includes reference material for autolisp, dxf, ssm, etc. I wrote a short lisp to open this file. You'll need to add the help directory to support paths.
(defun C:REF ()
(dos_shellexe
(findfile "acad_dev.chm")
nil
)
(princ)
)