Try to repair the MSDN Library with the installation disc.
If this doesn’t solve the problem, than repair the installation of „Microsoft Document Explorer 2005”. You can do this by navigating to Start Menu Control Panel Programs and Features. Here you have to click to the „Microsoft Document Explorer 2005” and click UninstallChange and than select repair option.
Otherwise you should check, whether the following entries are in the registry:
” (Default)”=”MSDN Library for Visual Studio 2005″ “Filename”=”ms-help://MS.MSDNQTR.V80.en” “VS_Docs”=”8.0”
If these entries are missing, than you have a problem with the MSDN Library installation.