More than likely you are running a Windows 7 64-bit computer. Family Reunion Organizer is a 32-bit program. It will run on Windows 7 64-bit but you must install WinHlp32.exe for the Help Section to work.
You need to go to the www.microsoft.com website using Internet Explorer and search for WinHlp32.exe. Go through their process to download and install it. Once you install WinHlp32.exe the FRO Help section will work.